+1,394.2%
MTSI vs TW
+221.1%
+1,173.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.2% |
| 7D | +1.4% | -2.3% | +3.7% | +2.2% |
| 30D | +2.1% | +3.9% | -1.8% | +0.6% |
| 3M | -29.7% | +5.7% | -35.4% | -32.5% |
| 6M | +12.5% | -14.5% | +27.1% | +17.4% |
| YTD | +57.0% | -0.9% | +57.9% | +52.6% |
| 1Y | +103.9% | -13.5% | +117.4% | +110.0% |
| 3Y | +223.6% | +25.0% | +198.6% | +172.6% |
| 5Y | +321.6% | +22.7% | +298.9% | +249.1% |
| All | +1,394.2% | +221.1% | +1,173.1% | +822.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling