+238.5%
MTSI vs WEC
+53.2%
+185.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.4% | +9.9% | +10.4% |
| 7D | +7.2% | -0.5% | +7.7% | +7.1% |
| 30D | -18.4% | +12.0% | -30.4% | -17.9% |
| 3M | -16.7% | +11.1% | -27.8% | -16.1% |
| 6M | -31.7% | +6.0% | -37.7% | -31.4% |
| YTD | +45.9% | +14.3% | +31.6% | +46.4% |
| 1Y | +47.0% | +8.0% | +39.0% | +47.6% |
| 3Y | +224.1% | +62.8% | +161.2% | +208.3% |
| 5Y | +238.5% | +55.3% | +183.2% | +211.1% |
| All | +238.5% | +53.2% | +185.4% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling