+826.3%
MTSI vs WCC
+347.6%
+478.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -9.6% | -8.8% | -13.6% |
| 7D | -24.6% | -21.9% | -2.7% | -14.4% |
| 30D | -45.7% | -25.4% | -20.3% | -36.7% |
| 3M | -27.7% | -23.1% | -4.6% | -16.5% |
| 6M | -37.3% | -18.1% | -19.2% | -29.3% |
| YTD | +11.1% | +17.7% | -6.5% | +5.7% |
| 1Y | +27.2% | +12.4% | +14.8% | +23.6% |
| 3Y | +153.7% | +105.9% | +47.8% | +77.7% |
| 5Y | +159.0% | +116.8% | +42.2% | +66.1% |
| 10Y | +405.6% | +456.1% | -50.5% | +86.3% |
| All | +826.3% | +347.6% | +478.7% | +281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling