+47.0%
MTSI vs WING
-29.6%
+76.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.7% | +12.0% | +10.2% |
| 7D | +7.2% | -0.5% | +7.7% | +7.1% |
| 30D | -18.4% | +32.3% | -50.7% | -16.5% |
| 3M | -16.7% | +50.2% | -66.9% | -14.1% |
| 6M | -31.7% | +31.7% | -63.4% | -29.8% |
| YTD | +45.9% | -29.6% | +75.5% | +47.6% |
| 1Y | +47.0% | -29.7% | +76.7% | +48.4% |
| All | +47.0% | -29.6% | +76.6% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling