+581.1%
MTSI vs WTW
+189.9%
+391.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.6% | +7.7% | +5.7% |
| 7D | +11.1% | -7.1% | +18.2% | +14.5% |
| 30D | -3.7% | -8.5% | +4.9% | -0.3% |
| 3M | -20.2% | +20.6% | -40.8% | -28.4% |
| 6M | +30.8% | +7.2% | +23.6% | +22.7% |
| YTD | +67.0% | -3.9% | +70.9% | +63.6% |
| 1Y | +120.4% | -3.6% | +124.0% | +114.2% |
| 3Y | +260.4% | +60.7% | +199.7% | +138.7% |
| 5Y | +356.3% | +42.2% | +314.1% | +225.4% |
| 10Y | +581.1% | +195.5% | +385.6% | +210.6% |
| All | +581.1% | +189.9% | +391.2% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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