+186.2%
MTSI vs WU
-21.7%
+207.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.0% | +12.8% | +10.8% |
| 7D | -10.0% | +11.7% | -21.7% | -10.4% |
| 30D | -37.2% | +12.6% | -49.8% | -37.6% |
| 3M | -30.1% | -0.5% | -29.6% | -29.8% |
| 6M | -31.9% | -18.2% | -13.7% | -30.0% |
| YTD | +23.2% | -19.0% | +42.2% | +26.0% |
| 1Y | +26.4% | -16.7% | +43.1% | +27.9% |
| 3Y | +186.2% | -21.0% | +207.2% | +184.9% |
| All | +186.2% | -21.7% | +207.8% | +184.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling