+512.7%
MTSI vs WST
+452.9%
+59.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.3% |
| 7D | +7.2% | +1.1% | +6.1% | +7.2% |
| 30D | -18.4% | +12.4% | -30.8% | -21.5% |
| 3M | -16.7% | +17.6% | -34.3% | -21.4% |
| 6M | -31.7% | +28.3% | -60.0% | -37.8% |
| YTD | +45.9% | +50.5% | -4.6% | +24.7% |
| 1Y | +47.0% | +49.4% | -2.4% | +25.9% |
| 3Y | +224.1% | +21.9% | +202.2% | +167.3% |
| 5Y | +238.5% | +0.4% | +238.2% | +201.8% |
| 10Y | +512.7% | +451.5% | +61.2% | +86.9% |
| All | +512.7% | +452.9% | +59.8% | +86.9% |
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