+369.9%
MTSI vs WING
+667.7%
-297.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.1% | -17.2% | -18.1% |
| 7D | -24.6% | +14.0% | -38.6% | -27.4% |
| 30D | -45.7% | +47.7% | -93.4% | -51.7% |
| 3M | -27.7% | +34.2% | -61.9% | -34.9% |
| 6M | -37.3% | +13.6% | -50.9% | -41.9% |
| YTD | +11.1% | -30.0% | +41.2% | +15.6% |
| 1Y | +27.2% | -33.9% | +61.1% | +33.9% |
| 3Y | +153.7% | -18.7% | +172.4% | +129.9% |
| 5Y | +159.0% | +5.5% | +153.4% | +100.7% |
| 10Y | +405.6% | +696.2% | -290.6% | +96.1% |
| All | +369.9% | +667.7% | -297.8% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling