+61.7%
MTSI vs TW
+20.8%
+41.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -0.6% |
| 7D | -10.7% | +6.0% | -16.6% | -8.6% |
| 30D | -29.0% | +18.6% | -47.5% | -24.7% |
| 3M | -14.7% | +26.5% | -41.2% | -7.4% |
| 6M | -20.1% | +13.1% | -33.2% | -12.5% |
| YTD | +36.1% | +18.5% | +17.6% | +44.2% |
| 1Y | +61.7% | +21.7% | +40.0% | +68.7% |
| All | +61.7% | +20.8% | +41.0% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling