+1,115.9%
MTSI vs WCN
+900.6%
+215.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.8% | +10.0% |
| 7D | +7.2% | +0.4% | +6.8% | +6.9% |
| 30D | -18.4% | +25.3% | -43.8% | -29.1% |
| 3M | -16.7% | +15.4% | -32.1% | -24.5% |
| 6M | -31.7% | +27.8% | -59.6% | -42.8% |
| YTD | +45.9% | +10.6% | +35.3% | +31.7% |
| 1Y | +47.0% | +15.8% | +31.2% | +28.5% |
| 3Y | +224.1% | +50.3% | +173.8% | +127.7% |
| 5Y | +238.5% | +46.9% | +191.6% | +137.2% |
| 10Y | +512.7% | +318.8% | +193.9% | +109.6% |
| All | +1,115.9% | +900.6% | +215.3% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling