+193.7%
MTSI vs WWD
+155.8%
+37.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.8% |
| 7D | -3.8% | +0.4% | -4.3% | -3.3% |
| 30D | -31.4% | -0.4% | -31.0% | -30.4% |
| 3M | -23.8% | -6.1% | -17.7% | -19.4% |
| 6M | -37.1% | -9.5% | -27.6% | -32.5% |
| YTD | +32.2% | +10.8% | +21.4% | +22.5% |
| 1Y | +26.9% | +23.5% | +3.4% | +7.8% |
| 3Y | +193.7% | +151.3% | +42.5% | +61.0% |
| All | +193.7% | +155.8% | +37.9% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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