+238.8%
MTSI vs WTW
+70.1%
+168.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +2.9% |
| 7D | +1.4% | -2.6% | +4.0% | +0.7% |
| 30D | +2.1% | -1.0% | +3.1% | +2.0% |
| 3M | -29.7% | +29.9% | -59.6% | -24.9% |
| 6M | +12.5% | +10.7% | +1.8% | +19.0% |
| YTD | +57.0% | +2.6% | +54.4% | +65.6% |
| 1Y | +103.9% | +2.8% | +101.2% | +115.0% |
| All | +238.8% | +70.1% | +168.6% | +264.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling