+1,208.8%
MTSI vs WAT
+344.6%
+864.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | +1.4% | -1.3% | +2.7% | +2.0% |
| 30D | +2.1% | +2.3% | -0.3% | +0.7% |
| 3M | -29.7% | +8.7% | -38.5% | -32.7% |
| 6M | +12.5% | +28.3% | -15.8% | -2.1% |
| YTD | +57.0% | +7.8% | +49.2% | +47.2% |
| 1Y | +103.9% | +36.6% | +67.3% | +67.3% |
| 3Y | +223.6% | +45.7% | +177.9% | +141.8% |
| 5Y | +321.6% | -3.3% | +324.9% | +288.3% |
| 10Y | +517.7% | +162.1% | +355.6% | +213.0% |
| All | +1,208.8% | +344.6% | +864.2% | +444.6% |
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 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