+517.6%
MTSI vs WING
+341.2%
+176.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.7% |
| 7D | +1.4% | -3.9% | +5.2% | +2.4% |
| 30D | +2.1% | -11.6% | +13.7% | +4.5% |
| 3M | -29.7% | -24.2% | -5.5% | -25.5% |
| 6M | +12.5% | -54.1% | +66.6% | +36.3% |
| YTD | +57.0% | -53.9% | +110.9% | +85.6% |
| 1Y | +103.9% | -64.4% | +168.3% | +158.7% |
| 3Y | +223.6% | -30.2% | +253.8% | +199.2% |
| 5Y | +321.6% | -34.1% | +355.7% | +272.4% |
| All | +517.6% | +341.2% | +176.4% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling