+111.0%
MTSI vs WSM
+14.1%
+96.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.2% |
| 3M | -24.1% | +12.9% | -36.9% | -28.1% |
| 6M | +32.4% | +23.0% | +9.4% | +20.7% |
| YTD | +60.4% | +28.9% | +31.5% | +44.3% |
| 1Y | +111.0% | +13.7% | +97.3% | +92.9% |
| All | +111.0% | +14.1% | +96.9% | +92.9% |
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