+183.6%
MTSI vs WING
+4.1%
+179.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +11.1% |
| 7D | -10.0% | +9.0% | -19.0% | -11.7% |
| 30D | -37.2% | +39.9% | -77.1% | -41.8% |
| 3M | -30.1% | +40.4% | -70.5% | -35.8% |
| 6M | -31.9% | +12.9% | -44.8% | -35.4% |
| YTD | +23.2% | -31.1% | +54.3% | +29.1% |
| 1Y | +26.4% | -32.7% | +59.1% | +32.8% |
| 3Y | +186.2% | -19.8% | +206.0% | +159.7% |
| All | +183.6% | +4.1% | +179.5% | +126.9% |
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