+539.5%
MTSI vs WCN
+239.1%
+300.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.7% |
| 7D | +4.9% | -0.4% | +5.3% | +5.1% |
| 30D | -11.6% | -2.1% | -9.5% | -10.8% |
| 3M | -24.1% | +6.4% | -30.4% | -28.1% |
| 6M | +32.4% | -3.7% | +36.1% | +32.1% |
| YTD | +60.4% | -6.4% | +66.8% | +61.7% |
| 1Y | +111.0% | -7.9% | +118.9% | +113.2% |
| 3Y | +246.1% | +20.8% | +225.3% | +177.2% |
| 5Y | +340.3% | +29.0% | +311.3% | +227.6% |
| 10Y | +539.5% | +236.4% | +303.2% | +166.8% |
| All | +539.5% | +239.1% | +300.4% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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