+1,208.8%
MTSI vs WTW
+356.0%
+852.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.5% |
| 7D | +1.4% | -2.6% | +4.0% | +2.6% |
| 30D | +2.1% | -1.0% | +3.1% | +2.2% |
| 3M | -29.7% | +29.9% | -59.6% | -39.7% |
| 6M | +12.5% | +10.7% | +1.8% | +3.7% |
| YTD | +57.0% | +2.6% | +54.4% | +48.6% |
| 1Y | +103.9% | +2.8% | +101.2% | +91.5% |
| 3Y | +223.6% | +67.3% | +156.3% | +111.6% |
| 5Y | +321.6% | +56.6% | +264.9% | +185.4% |
| 10Y | +517.7% | +204.1% | +313.6% | +162.0% |
| All | +1,208.8% | +356.0% | +852.8% | +403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling