+1,177.8%
MTSI vs TW
+287.8%
+890.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.9% |
| 7D | +3.5% | +3.4% | +0.1% | +2.3% |
| 30D | -30.3% | +15.5% | -45.8% | -33.9% |
| 3M | -26.0% | +25.1% | -51.1% | -32.0% |
| 6M | -36.1% | +18.2% | -54.3% | -41.2% |
| YTD | +34.3% | +19.7% | +14.6% | +21.5% |
| 1Y | +35.3% | +18.1% | +17.1% | +23.0% |
| 3Y | +217.6% | +40.5% | +177.1% | +158.6% |
| 5Y | +210.1% | +37.1% | +173.0% | +147.9% |
| All | +1,177.8% | +287.8% | +890.0% | +634.0% |
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