+218.0%
MTSI vs WING
+8.7%
+209.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.7% |
| 7D | -3.8% | +5.0% | -8.8% | -4.7% |
| 30D | -31.4% | +38.7% | -70.1% | -36.2% |
| 3M | -23.8% | +44.7% | -68.5% | -30.4% |
| 6M | -37.1% | +31.5% | -68.6% | -42.3% |
| YTD | +32.2% | -28.4% | +60.6% | +37.7% |
| 1Y | +26.9% | -28.2% | +55.1% | +31.4% |
| 3Y | +193.7% | -18.4% | +212.2% | +166.4% |
| 5Y | +218.0% | +5.2% | +212.8% | +155.7% |
| All | +218.0% | +8.7% | +209.4% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling