+158.2%
MTSI vs WEC
+57.1%
+101.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.2% | -18.5% | -18.3% |
| 7D | -24.6% | +3.2% | -27.8% | -23.6% |
| 30D | -45.7% | +14.7% | -60.4% | -42.9% |
| 3M | -27.7% | +10.2% | -38.0% | -25.0% |
| 6M | -37.3% | +4.5% | -41.8% | -35.9% |
| YTD | +11.1% | +15.1% | -4.0% | +17.0% |
| 1Y | +27.2% | +9.4% | +17.8% | +32.0% |
| All | +158.2% | +57.1% | +101.1% | +180.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling