+159.0%
MTSI vs WST
-7.2%
+166.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.0% | -14.4% | -17.4% |
| 7D | -24.6% | -5.8% | -18.8% | -23.3% |
| 30D | -45.7% | +5.3% | -51.0% | -46.3% |
| 3M | -27.7% | +11.8% | -39.6% | -29.7% |
| 6M | -37.3% | +26.7% | -64.0% | -41.0% |
| YTD | +11.1% | +43.0% | -31.8% | +1.1% |
| 1Y | +27.2% | +38.9% | -11.7% | +16.3% |
| 3Y | +153.7% | +18.2% | +135.5% | +123.0% |
| 5Y | +159.0% | -1.5% | +160.5% | +145.0% |
| All | +159.0% | -7.2% | +166.2% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling