+1,019.2%
MTSI vs WCN
+889.1%
+130.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.5% | +8.8% |
| 7D | +3.5% | +1.2% | +2.3% | +2.8% |
| 30D | -30.3% | +24.6% | -54.9% | -39.3% |
| 3M | -26.0% | +14.2% | -40.2% | -32.6% |
| 6M | -36.1% | +25.7% | -61.8% | -46.0% |
| YTD | +34.3% | +9.3% | +25.0% | +21.9% |
| 1Y | +35.3% | +15.3% | +20.0% | +18.2% |
| 3Y | +217.6% | +48.6% | +169.1% | +124.4% |
| 5Y | +210.1% | +46.9% | +163.2% | +116.5% |
| 10Y | +471.4% | +298.1% | +173.3% | +101.3% |
| All | +1,019.2% | +889.1% | +130.1% | +133.2% |
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