+43.0%
MTSI vs WSM
+34.6%
+8.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.0% | -6.0% |
| 7D | +10.0% | 0.0% | +10.0% | +10.0% |
| 30D | -20.3% | +5.1% | -25.4% | -21.7% |
| 3M | -24.4% | +5.1% | -29.5% | -25.8% |
| 6M | -39.2% | +48.6% | -87.8% | -47.8% |
| YTD | +35.5% | +44.2% | -8.7% | +21.5% |
| 1Y | +43.0% | +38.1% | +4.9% | +27.8% |
| All | +43.0% | +34.6% | +8.4% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling