+1,208.8%
MTSI vs WST
+1,688.2%
-479.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +1.4% | +0.7% | +0.6% | +1.1% |
| 30D | +2.1% | -3.1% | +5.2% | +3.2% |
| 3M | -29.7% | +7.2% | -36.9% | -31.8% |
| 6M | +12.5% | +36.8% | -24.3% | -1.0% |
| YTD | +57.0% | +23.8% | +33.2% | +42.8% |
| 1Y | +103.9% | +37.8% | +66.2% | +76.1% |
| 3Y | +223.6% | -15.9% | +239.5% | +210.1% |
| 5Y | +321.6% | -25.8% | +347.4% | +319.6% |
| 10Y | +517.7% | +319.6% | +198.1% | +124.5% |
| All | +1,208.8% | +1,688.2% | -479.4% | +188.1% |
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