+502.4%
MTSI vs WSM
+1,113.6%
-611.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.8% | 0.0% |
| 7D | +29.1% | -3.2% | +32.3% | +30.6% |
| 30D | -20.4% | +4.6% | -25.1% | -22.1% |
| 3M | -20.9% | +2.4% | -23.4% | -22.0% |
| 6M | -32.3% | +43.7% | -75.9% | -41.4% |
| YTD | +43.5% | +42.1% | +1.4% | +24.2% |
| 1Y | +43.8% | +32.3% | +11.6% | +27.5% |
| 3Y | +218.8% | +253.0% | -34.3% | +88.0% |
| 5Y | +228.3% | +161.3% | +67.1% | +106.2% |
| All | +502.4% | +1,113.6% | -611.2% | +93.3% |
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