+468.8%
MTSI vs WEC
+197.9%
+270.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.7% |
| 7D | +10.0% | +2.3% | +7.7% | +9.7% |
| 30D | -20.3% | +11.1% | -31.4% | -21.7% |
| 3M | -24.4% | +8.4% | -32.9% | -25.5% |
| 6M | -39.2% | +7.5% | -46.7% | -40.1% |
| YTD | +35.5% | +15.3% | +20.1% | +31.7% |
| 1Y | +43.0% | +9.7% | +33.3% | +40.2% |
| 3Y | +196.3% | +64.7% | +131.6% | +161.5% |
| 5Y | +210.0% | +57.3% | +152.8% | +173.5% |
| All | +468.8% | +197.9% | +270.8% | +412.4% |
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