+826.3%
MTSI vs WST
+1,964.3%
-1,138.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.0% | -14.4% | -16.8% |
| 7D | -24.6% | -5.8% | -18.8% | -22.6% |
| 30D | -45.7% | +5.3% | -51.0% | -46.7% |
| 3M | -27.7% | +11.8% | -39.6% | -31.0% |
| 6M | -37.3% | +26.7% | -64.0% | -43.1% |
| YTD | +11.1% | +43.0% | -31.8% | -4.5% |
| 1Y | +27.2% | +38.9% | -11.7% | +10.2% |
| 3Y | +153.7% | +18.2% | +135.5% | +107.1% |
| 5Y | +159.0% | -1.5% | +160.5% | +125.6% |
| 10Y | +405.6% | +439.0% | -33.4% | +64.3% |
| All | +826.3% | +1,964.3% | -1,138.1% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling