+158.2%
MTSI vs SWK
+46.5%
+111.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.6% | -15.8% | -17.3% |
| 7D | -24.6% | +11.3% | -35.8% | -27.9% |
| 30D | -45.7% | +28.1% | -73.8% | -51.3% |
| 3M | -27.7% | +12.6% | -40.3% | -31.6% |
| 6M | -37.3% | +51.7% | -89.0% | -47.8% |
| YTD | +11.1% | +60.0% | -48.8% | -10.8% |
| 1Y | +27.2% | +72.7% | -45.5% | -1.6% |
| All | +158.2% | +46.5% | +111.7% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 3y: compounded portfolio wealth divided by compounded SWK 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…
3y analysis · Full analysis span regression · 6 months rolling