+143.7%
MTSI vs WETO
-99.4%
+243.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +4.9% | -57.2% | +62.1% | +5.9% |
| 30D | -11.6% | -48.8% | +37.2% | -13.5% |
| 3M | -24.1% | -97.7% | +73.6% | -23.3% |
| 6M | +32.4% | -94.3% | +126.7% | +31.6% |
| YTD | +60.4% | -97.0% | +157.5% | +59.1% |
| 1Y | +111.0% | -98.9% | +209.9% | +110.5% |
| All | +143.7% | -99.4% | +243.1% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling