+451.3%
MTSI vs WU
-36.0%
+487.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.0% | +12.8% | +11.5% |
| 7D | -10.0% | +11.7% | -21.7% | -14.0% |
| 30D | -37.2% | +12.6% | -49.8% | -40.5% |
| 3M | -30.1% | -0.5% | -29.6% | -31.1% |
| 6M | -31.9% | -18.2% | -13.7% | -29.1% |
| YTD | +23.2% | -19.0% | +42.2% | +27.4% |
| 1Y | +26.4% | -16.7% | +43.1% | +28.6% |
| 3Y | +186.2% | -21.0% | +207.2% | +188.6% |
| 5Y | +187.0% | -41.7% | +228.7% | +224.3% |
| All | +451.3% | -36.0% | +487.3% | +461.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling