+1,019.2%
MTSI vs WSM
+1,872.0%
-852.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.0% | +6.0% | +7.9% |
| 7D | +3.5% | +0.9% | +2.7% | +3.3% |
| 30D | -30.3% | +8.6% | -38.9% | -32.7% |
| 3M | -26.0% | +4.2% | -30.2% | -27.5% |
| 6M | -36.1% | +44.6% | -80.7% | -44.8% |
| YTD | +34.3% | +48.5% | -14.2% | +14.5% |
| 1Y | +35.3% | +34.7% | +0.6% | +19.4% |
| 3Y | +217.6% | +271.0% | -53.4% | +85.1% |
| 5Y | +210.1% | +180.9% | +29.2% | +91.0% |
| 10Y | +471.4% | +1,235.4% | -764.0% | +72.9% |
| All | +1,019.2% | +1,872.0% | -852.8% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling