+1,208.8%
MTSI vs WCN
+756.5%
+452.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +4.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | +2.1% | +0.4% | +1.6% | +1.7% |
| 3M | -29.7% | +7.3% | -37.1% | -33.9% |
| 6M | +12.5% | -2.5% | +15.0% | +11.4% |
| YTD | +57.0% | -5.4% | +62.4% | +57.2% |
| 1Y | +103.9% | -8.5% | +112.4% | +106.9% |
| 3Y | +223.6% | +20.8% | +202.8% | +162.6% |
| 5Y | +321.6% | +30.0% | +291.5% | +218.7% |
| 10Y | +517.7% | +238.4% | +279.3% | +142.8% |
| All | +1,208.8% | +756.5% | +452.3% | +200.7% |
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