+1,208.8%
MTSI vs WU
-18.2%
+1,226.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.8% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | +2.1% | -1.1% | +3.2% | +2.1% |
| 3M | -29.7% | -3.9% | -25.9% | -30.4% |
| 6M | +12.5% | -20.7% | +33.2% | +20.2% |
| YTD | +57.0% | -18.4% | +75.4% | +64.4% |
| 1Y | +103.9% | -8.1% | +112.0% | +101.0% |
| 3Y | +223.6% | -24.2% | +247.7% | +237.4% |
| 5Y | +321.6% | -50.4% | +372.0% | +421.0% |
| 10Y | +517.7% | -40.0% | +557.7% | +573.4% |
| All | +1,208.8% | -18.2% | +1,226.9% | +1,203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling