+43.8%
MTSI vs WTW
+3.8%
+40.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -2.8% |
| 7D | +29.1% | -2.3% | +31.4% | +27.3% |
| 30D | -20.4% | +10.7% | -31.1% | -14.2% |
| 3M | -20.9% | -3.1% | -17.9% | -19.9% |
| 6M | -32.3% | +31.7% | -63.9% | -19.5% |
| YTD | +43.5% | +1.1% | +42.4% | +61.7% |
| 1Y | +43.8% | +4.1% | +39.7% | +61.3% |
| All | +43.8% | +3.8% | +40.0% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling