+451.3%
MTSI vs WCC
+457.1%
-5.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.2% | +8.7% | +9.7% |
| 7D | -10.0% | -14.7% | +4.7% | -2.0% |
| 30D | -37.2% | -20.1% | -17.1% | -28.9% |
| 3M | -30.1% | -21.2% | -8.9% | -19.9% |
| 6M | -31.9% | -19.2% | -12.7% | -22.5% |
| YTD | +23.2% | +20.2% | +3.0% | +16.0% |
| 1Y | +26.4% | +14.5% | +11.9% | +21.8% |
| 3Y | +186.2% | +115.1% | +71.0% | +95.5% |
| 5Y | +187.0% | +121.5% | +65.6% | +80.6% |
| All | +451.3% | +457.1% | -5.8% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling