+539.5%
MTSI vs WSM
+1,015.9%
-476.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +4.9% | +2.6% | +2.3% | +3.9% |
| 30D | -11.6% | -9.5% | -2.1% | -8.3% |
| 3M | -24.1% | +12.9% | -36.9% | -27.8% |
| 6M | +32.4% | +23.0% | +9.4% | +21.7% |
| YTD | +60.4% | +28.9% | +31.5% | +44.6% |
| 1Y | +111.0% | +13.7% | +97.3% | +98.6% |
| 3Y | +246.1% | +232.6% | +13.5% | +108.9% |
| 5Y | +340.3% | +185.9% | +154.5% | +168.6% |
| 10Y | +539.5% | +998.6% | -459.1% | +105.0% |
| All | +539.5% | +1,015.9% | -476.4% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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