+238.5%
MTSI vs WCC
+153.2%
+85.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.3% | +7.0% | +8.5% |
| 7D | +7.2% | +3.3% | +3.9% | +6.3% |
| 30D | -18.4% | -9.4% | -9.0% | -13.0% |
| 3M | -16.7% | -10.5% | -6.2% | -9.9% |
| 6M | -31.7% | -10.4% | -21.3% | -25.8% |
| YTD | +45.9% | +34.4% | +11.5% | +30.0% |
| 1Y | +47.0% | +27.7% | +19.3% | +34.2% |
| 3Y | +224.1% | +137.9% | +86.1% | +111.0% |
| 5Y | +238.5% | +147.0% | +91.5% | +90.7% |
| All | +238.5% | +153.2% | +85.3% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling