+477.8%
MTSI vs WEC
+186.5%
+291.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.8% | +1.4% | -5.2% | -4.0% |
| 30D | -31.4% | +12.8% | -44.2% | -32.8% |
| 3M | -23.8% | +11.2% | -35.0% | -25.1% |
| 6M | -37.1% | +6.6% | -43.7% | -37.9% |
| YTD | +32.2% | +13.8% | +18.4% | +28.8% |
| 1Y | +26.9% | +7.6% | +19.3% | +24.8% |
| 3Y | +193.7% | +62.2% | +131.5% | +160.0% |
| 5Y | +218.0% | +52.0% | +166.1% | +182.8% |
| 10Y | +477.8% | +189.4% | +288.4% | +424.9% |
| All | +477.8% | +186.5% | +291.2% | +424.9% |
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