+61.7%
MTSI vs WU
-18.0%
+79.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | +0.1% |
| 7D | -10.7% | +8.2% | -18.9% | -9.2% |
| 30D | -29.0% | +8.0% | -37.0% | -27.8% |
| 3M | -14.7% | -6.6% | -8.1% | -14.6% |
| 6M | -20.1% | -23.3% | +3.2% | -21.4% |
| YTD | +36.1% | -22.4% | +58.5% | +33.4% |
| 1Y | +61.7% | -18.0% | +79.7% | +54.4% |
| All | +61.7% | -18.0% | +79.7% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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