+246.1%
MTSI vs WU
-27.2%
+273.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.5% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | -11.6% | -1.1% | -10.5% | -11.6% |
| 3M | -24.1% | -1.8% | -22.2% | -25.4% |
| 6M | +32.4% | -23.9% | +56.3% | +37.7% |
| YTD | +60.4% | -20.4% | +80.8% | +64.1% |
| 1Y | +111.0% | -10.6% | +121.6% | +107.2% |
| 3Y | +246.1% | -27.7% | +273.9% | +247.2% |
| All | +246.1% | -27.2% | +273.4% | +247.2% |
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