+219.0%
MTSI vs WAB
+174.5%
+44.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.1% |
| 7D | +7.2% | +3.1% | +4.1% | +5.2% |
| 30D | -18.4% | +6.4% | -24.9% | -21.7% |
| 3M | -16.7% | +2.2% | -18.9% | -17.1% |
| 6M | -31.7% | +13.7% | -45.4% | -38.1% |
| YTD | +45.9% | +43.0% | +2.9% | +8.4% |
| 1Y | +47.0% | +47.0% | 0.0% | +6.6% |
| All | +219.0% | +174.5% | +44.5% | +29.4% |
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