+926.7%
MTSI vs WAB
+704.2%
+222.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.8% | +9.0% | +9.7% |
| 7D | -10.0% | +1.4% | -11.4% | -10.2% |
| 30D | -37.2% | +0.4% | -37.6% | -36.6% |
| 3M | -30.1% | -3.8% | -26.2% | -27.4% |
| 6M | -31.9% | +5.1% | -37.0% | -33.3% |
| YTD | +23.2% | +33.3% | -10.1% | +4.3% |
| 1Y | +26.4% | +39.8% | -13.4% | +4.0% |
| 3Y | +186.2% | +161.1% | +25.1% | +62.3% |
| 5Y | +187.0% | +209.5% | -22.4% | +47.1% |
| 10Y | +460.4% | +293.8% | +166.5% | +121.5% |
| All | +926.7% | +704.2% | +222.5% | +176.0% |
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