-16.7%
MTSI vs WU
-0.3%
-16.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.0% | +13.3% | +6.5% |
| 7D | +7.2% | +2.1% | +5.1% | +11.5% |
| 30D | -18.4% | +10.1% | -28.6% | -9.1% |
| 3M | -16.7% | -1.1% | -15.5% | -15.0% |
| All | -16.7% | -0.3% | -16.4% | -15.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling