+451.3%
MTSI vs WING
+679.4%
-228.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +11.2% |
| 7D | -10.0% | +9.0% | -19.0% | -12.3% |
| 30D | -37.2% | +39.9% | -77.1% | -43.2% |
| 3M | -30.1% | +40.4% | -70.5% | -37.6% |
| 6M | -31.9% | +12.9% | -44.8% | -36.8% |
| YTD | +23.2% | -31.1% | +54.3% | +28.8% |
| 1Y | +26.4% | -32.7% | +59.1% | +32.4% |
| 3Y | +186.2% | -19.8% | +206.0% | +158.8% |
| 5Y | +187.0% | +4.0% | +183.1% | +120.9% |
| All | +451.3% | +679.4% | -228.1% | +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