+320.4%
MTSI vs TW
+23.1%
+297.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.2% |
| 7D | +1.4% | -2.3% | +3.7% | +2.0% |
| 30D | +2.1% | +3.9% | -1.8% | +1.0% |
| 3M | -29.7% | +5.7% | -35.4% | -32.0% |
| 6M | +12.5% | -14.5% | +27.1% | +17.7% |
| YTD | +57.0% | -0.9% | +57.9% | +53.3% |
| 1Y | +103.9% | -13.5% | +117.4% | +110.8% |
| 3Y | +223.6% | +25.0% | +198.6% | +170.0% |
| All | +320.4% | +23.1% | +297.2% | +249.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling