+468.8%
MTSI vs WST
+456.5%
+12.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -6.0% |
| 7D | +10.0% | +4.2% | +5.8% | +8.4% |
| 30D | -20.3% | +11.2% | -31.6% | -23.0% |
| 3M | -24.4% | +20.4% | -44.8% | -29.3% |
| 6M | -39.2% | +37.9% | -77.1% | -46.0% |
| YTD | +35.5% | +51.8% | -16.3% | +15.4% |
| 1Y | +43.0% | +56.6% | -13.6% | +20.3% |
| 3Y | +196.3% | +24.2% | +172.0% | +142.2% |
| 5Y | +210.0% | +0.7% | +209.4% | +176.4% |
| All | +468.8% | +456.5% | +12.2% | +71.3% |
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