+47.0%
MTSI vs WAT
+23.9%
+23.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.0% | +11.3% | +10.6% |
| 7D | +7.2% | +0.7% | +6.5% | +7.1% |
| 30D | -18.4% | +9.0% | -27.4% | -19.5% |
| 3M | -16.7% | +13.5% | -30.2% | -18.5% |
| 6M | -31.7% | +35.3% | -67.0% | -35.3% |
| YTD | +45.9% | +24.0% | +21.9% | +34.3% |
| 1Y | +47.0% | +22.0% | +25.0% | +36.6% |
| All | +47.0% | +23.9% | +23.1% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling