-31.9%
MTSI vs WSM
+39.2%
-71.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.6% | +11.1% |
| 7D | -10.0% | +0.5% | -10.5% | -9.3% |
| 30D | -37.2% | +6.0% | -43.2% | -37.8% |
| 3M | -30.1% | +3.2% | -33.3% | -30.3% |
| 6M | -31.9% | +37.1% | -69.0% | -36.3% |
| All | -31.9% | +39.2% | -71.1% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling