+468.8%
MTSI vs WAT
+222.4%
+246.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | +10.0% | +0.6% | +9.4% | +9.8% |
| 30D | -20.3% | +5.4% | -25.8% | -21.9% |
| 3M | -24.4% | +11.3% | -35.7% | -28.1% |
| 6M | -39.2% | +37.4% | -76.6% | -48.1% |
| YTD | +35.5% | +21.2% | +14.3% | +20.5% |
| 1Y | +43.0% | +21.3% | +21.7% | +27.0% |
| 3Y | +196.3% | +83.4% | +112.9% | +95.9% |
| 5Y | +210.0% | +29.0% | +181.1% | +145.9% |
| All | +468.8% | +222.4% | +246.3% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling