+471.4%
MTSI vs WING
+742.9%
-271.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.4% | +0.6% | +6.8% |
| 7D | +3.5% | +8.6% | -5.0% | +1.3% |
| 30D | -30.3% | +44.8% | -75.1% | -37.5% |
| 3M | -26.0% | +51.9% | -77.9% | -35.3% |
| 6M | -36.1% | +37.2% | -73.3% | -43.6% |
| YTD | +34.3% | -25.3% | +59.6% | +37.5% |
| 1Y | +35.3% | -25.1% | +60.4% | +37.6% |
| 3Y | +217.6% | -12.9% | +230.6% | +181.3% |
| 5Y | +210.1% | +12.0% | +198.1% | +134.4% |
| 10Y | +471.4% | +716.5% | -245.1% | +129.1% |
| All | +471.4% | +742.9% | -271.5% | +129.1% |
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