+103.9%
MTSI vs WAB
+48.2%
+55.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +2.9% |
| 7D | +1.4% | -3.2% | +4.6% | +4.0% |
| 30D | +2.1% | -4.4% | +6.5% | +6.0% |
| 3M | -29.7% | +7.9% | -37.6% | -33.7% |
| 6M | +12.5% | +8.7% | +3.8% | +3.6% |
| YTD | +57.0% | +33.0% | +24.0% | +24.7% |
| 1Y | +103.9% | +46.7% | +57.3% | +52.1% |
| All | +103.9% | +48.2% | +55.8% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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