+477.8%
MTSI vs WST
+446.4%
+31.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.8% | +1.4% | -5.2% | -3.9% |
| 30D | -31.4% | +12.7% | -44.1% | -34.0% |
| 3M | -23.8% | +17.2% | -40.9% | -28.0% |
| 6M | -37.1% | +26.7% | -63.7% | -42.4% |
| YTD | +32.2% | +50.3% | -18.1% | +13.1% |
| 1Y | +26.9% | +50.2% | -23.3% | +8.5% |
| 3Y | +193.7% | +21.7% | +172.0% | +142.4% |
| 5Y | +218.0% | +2.0% | +216.0% | +180.8% |
| 10Y | +477.8% | +451.1% | +26.7% | +77.7% |
| All | +477.8% | +446.4% | +31.4% | +77.7% |
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