+217.6%
MTSI vs WAT
+85.3%
+132.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.2% | +4.8% | +7.6% |
| 7D | +3.5% | +6.0% | -2.5% | +1.9% |
| 30D | -30.3% | +9.9% | -40.2% | -32.1% |
| 3M | -26.0% | +17.2% | -43.2% | -29.5% |
| 6M | -36.1% | +34.2% | -70.3% | -41.9% |
| YTD | +34.3% | +25.5% | +8.8% | +23.3% |
| 1Y | +35.3% | +28.3% | +7.0% | +23.1% |
| 3Y | +217.6% | +88.4% | +129.3% | +166.3% |
| All | +217.6% | +85.3% | +132.3% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling