+228.3%
MTSI vs WU
-43.2%
+271.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.5% |
| 7D | +29.1% | -5.3% | +34.4% | +29.9% |
| 30D | -20.4% | +9.0% | -29.4% | -22.1% |
| 3M | -20.9% | -3.6% | -17.4% | -21.0% |
| 6M | -32.3% | -19.4% | -12.9% | -30.3% |
| YTD | +43.5% | -21.7% | +65.2% | +47.9% |
| 1Y | +43.8% | -16.1% | +59.9% | +44.7% |
| 3Y | +218.8% | -24.1% | +242.9% | +222.9% |
| 5Y | +228.3% | -44.1% | +272.5% | +262.4% |
| All | +228.3% | -43.2% | +271.6% | +262.4% |
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