+141.6%
MTSI vs WETO
-99.4%
+241.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +7.1% | -11.8% | -4.9% |
| 7D | +4.8% | -19.9% | +24.7% | +5.1% |
| 30D | -9.2% | -42.7% | +33.5% | -11.2% |
| 3M | -23.1% | -97.7% | +74.6% | -22.3% |
| 6M | +23.5% | -94.4% | +117.9% | +22.6% |
| YTD | +59.1% | -97.0% | +156.1% | +57.7% |
| 1Y | +106.9% | -98.9% | +205.7% | +106.3% |
| All | +141.6% | -99.4% | +241.0% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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