+502.4%
MTSI vs WST
+449.7%
+52.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +29.1% | +4.9% | +24.2% | +27.1% |
| 30D | -20.4% | +10.7% | -31.1% | -23.0% |
| 3M | -20.9% | +16.8% | -37.7% | -25.2% |
| 6M | -32.3% | +32.0% | -64.2% | -38.9% |
| YTD | +43.5% | +49.9% | -6.4% | +22.8% |
| 1Y | +43.8% | +50.6% | -6.8% | +22.8% |
| 3Y | +218.8% | +21.4% | +197.3% | +163.3% |
| 5Y | +228.3% | -0.6% | +228.9% | +194.1% |
| All | +502.4% | +449.7% | +52.7% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling