+12.5%
MTSI vs WCC
+21.1%
-8.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +0.1% |
| 7D | +1.4% | +4.5% | -3.1% | -2.5% |
| 30D | +2.1% | -5.8% | +7.9% | +7.7% |
| 3M | -29.7% | -3.7% | -26.1% | -27.4% |
| 6M | +12.5% | +23.1% | -10.5% | -5.6% |
| All | +12.5% | +21.1% | -8.5% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling