+122.9%
MTSI vs WOLF
+60.4%
+62.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.7% |
| 7D | +4.9% | +9.8% | -4.9% | +2.5% |
| 30D | -11.6% | -12.1% | +0.6% | -8.8% |
| 3M | -24.1% | -47.9% | +23.8% | -15.2% |
| 6M | +32.4% | +74.3% | -41.9% | +20.2% |
| YTD | +60.4% | +65.9% | -5.4% | +46.6% |
| All | +122.9% | +60.4% | +62.4% | +105.7% |
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