+158.2%
MTSI vs WAB
+153.1%
+5.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -5.6% | -12.8% | -13.2% |
| 7D | -24.6% | -2.5% | -22.1% | -22.1% |
| 30D | -45.7% | -4.4% | -41.4% | -42.7% |
| 3M | -27.7% | -5.9% | -21.8% | -22.6% |
| 6M | -37.3% | +5.9% | -43.2% | -39.5% |
| YTD | +11.1% | +30.9% | -19.8% | -10.7% |
| 1Y | +27.2% | +35.8% | -8.6% | -1.0% |
| All | +158.2% | +153.1% | +5.0% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling