+826.3%
MTSI vs WAT
+392.1%
+434.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.1% | -15.2% | -16.8% |
| 7D | -24.6% | -5.6% | -19.0% | -22.1% |
| 30D | -45.7% | +3.8% | -49.5% | -46.4% |
| 3M | -27.7% | +13.3% | -41.0% | -32.0% |
| 6M | -37.3% | +32.2% | -69.5% | -45.7% |
| YTD | +11.1% | +19.3% | -8.2% | -0.6% |
| 1Y | +27.2% | +21.8% | +5.4% | +12.3% |
| 3Y | +153.7% | +73.9% | +79.7% | +73.8% |
| 5Y | +159.0% | +32.1% | +126.9% | +102.3% |
| 10Y | +405.6% | +228.2% | +177.4% | +131.2% |
| All | +826.3% | +392.1% | +434.2% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling