+186.2%
MTSI vs WST
+19.1%
+167.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.9% | +9.0% | +10.6% |
| 7D | -10.0% | -3.1% | -6.9% | -9.5% |
| 30D | -37.2% | +9.1% | -46.3% | -37.8% |
| 3M | -30.1% | +14.7% | -44.7% | -31.3% |
| 6M | -31.9% | +28.0% | -59.9% | -34.2% |
| YTD | +23.2% | +45.6% | -22.5% | +16.5% |
| 1Y | +26.4% | +45.7% | -19.3% | +19.5% |
| 3Y | +186.2% | +21.1% | +165.1% | +150.4% |
| All | +186.2% | +19.1% | +167.1% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling