+155.8%
MTSI vs WWD
+161.2%
-5.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -6.0% | -12.4% | -14.5% |
| 7D | -24.6% | -2.6% | -22.0% | -22.9% |
| 30D | -45.7% | -7.7% | -38.0% | -42.3% |
| 3M | -27.7% | -17.7% | -10.0% | -17.5% |
| 6M | -37.3% | -15.9% | -21.4% | -30.0% |
| YTD | +11.1% | +1.8% | +9.4% | +9.5% |
| 1Y | +27.2% | +17.4% | +9.8% | +13.3% |
| 3Y | +153.7% | +137.1% | +16.6% | +46.3% |
| All | +155.8% | +161.2% | -5.4% | +30.0% |
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 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