+206.9%
MTSI vs WAB
+214.2%
-7.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -4.8% |
| 7D | +10.0% | +5.1% | +4.9% | +5.5% |
| 30D | -20.3% | +4.0% | -24.3% | -21.8% |
| 3M | -24.4% | +0.1% | -24.5% | -23.2% |
| 6M | -39.2% | +12.8% | -52.0% | -44.2% |
| YTD | +35.5% | +40.1% | -4.6% | +3.8% |
| 1Y | +43.0% | +46.4% | -3.3% | +5.6% |
| 3Y | +196.3% | +167.4% | +28.9% | +33.1% |
| All | +206.9% | +214.2% | -7.3% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling