+926.7%
MTSI vs WU
-18.8%
+945.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.0% | +12.8% | +11.5% |
| 7D | -10.0% | +11.7% | -21.7% | -14.3% |
| 30D | -37.2% | +12.6% | -49.8% | -40.7% |
| 3M | -30.1% | -0.5% | -29.6% | -31.2% |
| 6M | -31.9% | -18.2% | -13.7% | -29.2% |
| YTD | +23.2% | -19.0% | +42.2% | +27.3% |
| 1Y | +26.4% | -16.7% | +43.1% | +28.5% |
| 3Y | +186.2% | -21.0% | +207.2% | +189.0% |
| 5Y | +187.0% | -41.7% | +228.7% | +222.6% |
| 10Y | +460.4% | -35.0% | +495.4% | +481.3% |
| All | +926.7% | -18.8% | +945.5% | +909.0% |
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