+186.2%
MTSI vs WSM
+245.0%
-58.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.6% | +11.5% |
| 7D | -10.0% | +0.5% | -10.5% | -10.1% |
| 30D | -37.2% | +6.0% | -43.2% | -38.8% |
| 3M | -30.1% | +3.2% | -33.3% | -31.3% |
| 6M | -31.9% | +37.1% | -69.0% | -40.4% |
| YTD | +23.2% | +44.2% | -21.0% | +5.6% |
| 1Y | +26.4% | +34.2% | -7.8% | +11.1% |
| 3Y | +186.2% | +249.3% | -63.1% | +83.8% |
| All | +186.2% | +245.0% | -58.9% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling