+451.3%
MTSI vs WPM
+566.7%
-115.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.9% | +7.9% | +10.1% |
| 7D | -10.0% | +16.9% | -26.9% | -13.8% |
| 30D | -37.2% | +2.0% | -39.2% | -37.5% |
| 3M | -30.1% | +8.9% | -39.0% | -31.9% |
| 6M | -31.9% | +1.6% | -33.5% | -32.8% |
| YTD | +23.2% | +16.5% | +6.7% | +16.8% |
| 1Y | +26.4% | +42.2% | -15.8% | +14.2% |
| 3Y | +186.2% | +213.3% | -27.1% | +108.8% |
| 5Y | +187.0% | +249.9% | -62.9% | +98.8% |
| All | +451.3% | +566.7% | -115.4% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling