+238.5%
MTSI vs WWD
+191.3%
+47.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.0% | +9.5% |
| 7D | +7.2% | +3.7% | +3.4% | +5.6% |
| 30D | -18.4% | +1.8% | -20.2% | -18.5% |
| 3M | -16.7% | -5.0% | -11.7% | -12.7% |
| 6M | -31.7% | -8.4% | -23.3% | -27.4% |
| YTD | +45.9% | +12.3% | +33.6% | +35.2% |
| 1Y | +47.0% | +26.2% | +20.7% | +25.2% |
| 3Y | +224.1% | +154.6% | +69.5% | +78.2% |
| 5Y | +238.5% | +195.3% | +43.3% | +62.4% |
| All | +238.5% | +191.3% | +47.2% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling