+1,426.7%
MTSI vs TW
+211.4%
+1,215.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.2% |
| 7D | +4.9% | -3.5% | +8.4% | +6.2% |
| 30D | -11.6% | +0.5% | -12.1% | -11.9% |
| 3M | -24.1% | +4.9% | -29.0% | -26.8% |
| 6M | +32.4% | -17.1% | +49.5% | +39.7% |
| YTD | +60.4% | -3.9% | +64.3% | +57.5% |
| 1Y | +111.0% | -13.3% | +124.2% | +116.2% |
| 3Y | +246.1% | +20.9% | +225.2% | +195.1% |
| 5Y | +340.3% | +20.5% | +319.8% | +266.6% |
| All | +1,426.7% | +211.4% | +1,215.2% | +851.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling