+26.4%
MTSI vs TW
+22.3%
+4.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.1% | +10.7% | +10.9% |
| 7D | -10.0% | +4.2% | -14.2% | -8.5% |
| 30D | -37.2% | +18.9% | -56.1% | -32.9% |
| 3M | -30.1% | +23.8% | -53.8% | -24.1% |
| 6M | -31.9% | +17.0% | -48.9% | -25.2% |
| YTD | +23.2% | +19.2% | +3.9% | +31.3% |
| 1Y | +26.4% | +20.1% | +6.3% | +35.0% |
| All | +26.4% | +22.3% | +4.1% | +35.0% |
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 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