+320.4%
MTSI vs WSM
+179.2%
+141.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.6% |
| 7D | +1.4% | -3.3% | +4.6% | +2.7% |
| 30D | +2.1% | -8.4% | +10.5% | +5.5% |
| 3M | -29.7% | +9.7% | -39.4% | -32.5% |
| 6M | +12.5% | +16.7% | -4.1% | +5.3% |
| YTD | +57.0% | +28.7% | +28.3% | +40.9% |
| 1Y | +103.9% | +13.7% | +90.3% | +91.2% |
| 3Y | +223.6% | +230.1% | -6.5% | +90.5% |
| All | +320.4% | +179.2% | +141.2% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling