+71.1%
MTSI vs WOLF
+32.2%
+39.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +16.8% | -6.0% | +5.9% |
| 7D | -10.0% | +8.2% | -18.2% | -11.6% |
| 30D | -37.2% | -24.2% | -13.0% | -32.3% |
| 3M | -30.1% | -13.8% | -16.3% | -27.6% |
| 6M | -31.9% | -44.8% | +12.9% | -23.4% |
| YTD | +23.2% | +36.6% | -13.5% | +18.2% |
| 1Y | +26.4% | +27.6% | -1.2% | +22.0% |
| All | +71.1% | +32.2% | +39.0% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling