+1,019.2%
MTSI vs GWW
+742.8%
+276.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.4% | +8.7% |
| 7D | +3.5% | +5.3% | -1.7% | +1.0% |
| 30D | -30.3% | +12.4% | -42.8% | -34.4% |
| 3M | -26.0% | +13.7% | -39.7% | -30.9% |
| 6M | -36.1% | +18.0% | -54.1% | -41.5% |
| YTD | +34.3% | +44.6% | -10.3% | +10.6% |
| 1Y | +35.3% | +53.1% | -17.8% | +8.1% |
| 3Y | +217.6% | +90.2% | +127.4% | +125.1% |
| 5Y | +210.1% | +215.0% | -4.9% | +67.7% |
| 10Y | +471.4% | +658.9% | -187.5% | +101.8% |
| All | +1,019.2% | +742.8% | +276.4% | +262.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling