+1,208.8%
MTSI vs WPM
+460.0%
+748.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +3.7% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | +2.1% | +26.4% | -24.3% | -2.9% |
| 3M | -29.7% | +20.8% | -50.6% | -32.7% |
| 6M | +12.5% | +1.1% | +11.4% | +11.2% |
| YTD | +57.0% | +32.5% | +24.6% | +47.0% |
| 1Y | +103.9% | +51.5% | +52.4% | +85.6% |
| 3Y | +223.6% | +267.0% | -43.5% | +146.7% |
| 5Y | +321.6% | +250.1% | +71.4% | +218.4% |
| 10Y | +517.7% | +540.4% | -22.7% | +309.8% |
| All | +1,208.8% | +460.0% | +748.8% | +747.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling