+26.4%
MTSI vs WOLF
+18.5%
+7.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +16.8% | -6.0% | +5.2% |
| 7D | -10.0% | +8.2% | -18.2% | -11.9% |
| 30D | -37.2% | -24.2% | -13.0% | -31.6% |
| 3M | -30.1% | -13.8% | -16.3% | -27.3% |
| 6M | -31.9% | -44.8% | +12.9% | -22.3% |
| YTD | +23.2% | +36.6% | -13.5% | +13.2% |
| 1Y | +26.4% | +27.6% | -1.2% | +17.5% |
| All | +26.4% | +18.5% | +7.9% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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