+228.3%
MTSI vs WPM
+218.7%
+9.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -0.8% |
| 7D | +29.1% | -0.5% | +29.6% | +29.4% |
| 30D | -20.4% | -3.1% | -17.3% | -19.6% |
| 3M | -20.9% | -2.2% | -18.8% | -20.7% |
| 6M | -32.3% | -7.4% | -24.9% | -31.5% |
| YTD | +43.5% | +12.6% | +30.8% | +36.9% |
| 1Y | +43.8% | +22.8% | +21.0% | +34.1% |
| 3Y | +218.8% | +213.6% | +5.1% | +126.1% |
| 5Y | +228.3% | +211.2% | +17.2% | +138.6% |
| All | +228.3% | +218.7% | +9.7% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling