+1,115.9%
MTSI vs WAB
+762.6%
+353.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.2% |
| 7D | +7.2% | +3.1% | +4.1% | +5.9% |
| 30D | -18.4% | +6.4% | -24.9% | -20.7% |
| 3M | -16.7% | +2.2% | -18.9% | -16.7% |
| 6M | -31.7% | +13.7% | -45.4% | -36.3% |
| YTD | +45.9% | +43.0% | +2.9% | +18.2% |
| 1Y | +47.0% | +47.0% | 0.0% | +17.1% |
| 3Y | +224.1% | +174.4% | +49.7% | +78.0% |
| 5Y | +238.5% | +222.2% | +16.3% | +68.8% |
| 10Y | +512.7% | +276.9% | +235.8% | +149.0% |
| All | +1,115.9% | +762.6% | +353.3% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling