+219.0%
MTSI vs WCC
+138.4%
+80.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.3% | +7.0% | +8.2% |
| 7D | +7.2% | +3.3% | +3.9% | +6.1% |
| 30D | -18.4% | -9.4% | -9.0% | -12.4% |
| 3M | -16.7% | -10.5% | -6.2% | -9.2% |
| 6M | -31.7% | -10.4% | -21.3% | -25.3% |
| YTD | +45.9% | +34.4% | +11.5% | +28.9% |
| 1Y | +47.0% | +27.7% | +19.3% | +33.3% |
| All | +219.0% | +138.4% | +80.6% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling