+183.6%
MTSI vs WAT
+32.4%
+151.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.8% | +10.4% |
| 7D | -10.0% | -1.1% | -8.9% | -9.3% |
| 30D | -37.2% | +5.0% | -42.1% | -38.1% |
| 3M | -30.1% | +14.5% | -44.5% | -33.6% |
| 6M | -31.9% | +30.9% | -62.8% | -39.1% |
| YTD | +23.2% | +20.5% | +2.7% | +12.3% |
| 1Y | +26.4% | +23.3% | +3.1% | +13.9% |
| 3Y | +186.2% | +81.5% | +104.7% | +101.3% |
| All | +183.6% | +32.4% | +151.2% | +136.7% |
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