+451.3%
MTSI vs WEC
+176.2%
+275.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.1% | +12.9% | +11.1% |
| 7D | -10.0% | -0.2% | -9.8% | -10.0% |
| 30D | -37.2% | +12.3% | -49.5% | -38.4% |
| 3M | -30.1% | +8.3% | -38.3% | -31.0% |
| 6M | -31.9% | +3.5% | -35.4% | -32.5% |
| YTD | +23.2% | +12.7% | +10.5% | +20.2% |
| 1Y | +26.4% | +8.2% | +18.2% | +24.2% |
| 3Y | +186.2% | +55.9% | +130.3% | +156.4% |
| 5Y | +187.0% | +51.2% | +135.8% | +155.9% |
| All | +451.3% | +176.2% | +275.1% | +418.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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