+218.0%
MTSI vs WAT
+36.4%
+181.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -3.8% | +3.4% | -7.2% | -4.8% |
| 30D | -31.4% | +9.6% | -41.0% | -33.5% |
| 3M | -23.8% | +15.5% | -39.2% | -27.8% |
| 6M | -37.1% | +33.9% | -71.0% | -44.2% |
| YTD | +32.2% | +25.2% | +7.0% | +18.8% |
| 1Y | +26.9% | +26.3% | +0.7% | +13.4% |
| 3Y | +193.7% | +85.8% | +107.9% | +105.2% |
| 5Y | +218.0% | +35.3% | +182.8% | +163.2% |
| All | +218.0% | +36.4% | +181.7% | +163.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling