+502.4%
MTSI vs WTW
+212.3%
+290.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +29.1% | -2.3% | +31.4% | +30.2% |
| 30D | -20.4% | +10.7% | -31.1% | -24.4% |
| 3M | -20.9% | -3.1% | -17.9% | -21.2% |
| 6M | -32.3% | +31.7% | -63.9% | -42.8% |
| YTD | +43.5% | +1.1% | +42.4% | +35.8% |
| 1Y | +43.8% | +4.1% | +39.7% | +33.6% |
| 3Y | +218.8% | +42.1% | +176.7% | +130.9% |
| 5Y | +228.3% | +52.2% | +176.1% | +122.2% |
| All | +502.4% | +212.3% | +290.1% | +134.1% |
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