+320.4%
MTSI vs WEC
+31.0%
+289.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | +2.1% | -1.3% | +3.4% | +2.0% |
| 3M | -29.7% | -3.9% | -25.8% | -29.9% |
| 6M | +12.5% | -8.3% | +20.8% | +12.1% |
| YTD | +57.0% | +3.1% | +54.0% | +56.8% |
| 1Y | +103.9% | +1.9% | +102.0% | +103.4% |
| 3Y | +223.6% | +41.9% | +181.7% | +211.8% |
| All | +320.4% | +31.0% | +289.4% | +302.6% |
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