+468.8%
MTSI vs WING
+620.3%
-151.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.6% |
| 7D | +10.0% | -2.5% | +12.5% | +10.7% |
| 30D | -20.3% | +29.5% | -49.9% | -26.4% |
| 3M | -24.4% | +40.2% | -64.6% | -32.5% |
| 6M | -39.2% | +32.7% | -71.9% | -46.0% |
| YTD | +35.5% | -32.8% | +68.3% | +42.6% |
| 1Y | +43.0% | -31.7% | +74.7% | +48.8% |
| 3Y | +196.3% | -24.7% | +221.0% | +173.5% |
| 5Y | +210.0% | -0.5% | +210.5% | +142.1% |
| All | +468.8% | +620.3% | -151.5% | +127.4% |
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