+320.4%
MTSI vs WU
-50.7%
+371.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.7% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | +2.1% | -1.1% | +3.2% | +2.1% |
| 3M | -29.7% | -3.9% | -25.9% | -30.3% |
| 6M | +12.5% | -20.7% | +33.2% | +17.1% |
| YTD | +57.0% | -18.4% | +75.4% | +61.3% |
| 1Y | +103.9% | -8.1% | +112.0% | +101.1% |
| 3Y | +223.6% | -24.2% | +247.7% | +231.0% |
| All | +320.4% | -50.7% | +371.0% | +361.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling