+158.2%
MTSI vs WING
-18.5%
+176.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.1% | -17.2% | -18.2% |
| 7D | -24.6% | +14.0% | -38.6% | -25.7% |
| 30D | -45.7% | +47.7% | -93.4% | -48.3% |
| 3M | -27.7% | +34.2% | -61.9% | -30.7% |
| 6M | -37.3% | +13.6% | -50.9% | -38.9% |
| YTD | +11.1% | -30.0% | +41.2% | +16.3% |
| 1Y | +27.2% | -33.9% | +61.1% | +34.3% |
| All | +158.2% | -18.5% | +176.7% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling