+517.6%
MTSI vs WCC
+498.7%
+18.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +1.6% |
| 7D | +1.4% | +4.5% | -3.1% | -0.8% |
| 30D | +2.1% | -5.8% | +7.9% | +5.3% |
| 3M | -29.7% | -3.7% | -26.1% | -27.9% |
| 6M | +12.5% | +23.1% | -10.5% | +2.9% |
| YTD | +57.0% | +44.2% | +12.9% | +32.9% |
| 1Y | +103.9% | +62.1% | +41.8% | +63.0% |
| 3Y | +223.6% | +121.1% | +102.5% | +112.4% |
| 5Y | +321.6% | +214.0% | +107.6% | +119.6% |
| All | +517.6% | +498.7% | +18.9% | +114.2% |
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