+539.5%
MTSI vs WY
+5.5%
+534.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +3.0% |
| 7D | +4.9% | -2.1% | +6.9% | +6.1% |
| 30D | -11.6% | -10.5% | -1.1% | -6.4% |
| 3M | -24.1% | -4.9% | -19.2% | -23.1% |
| 6M | +32.4% | -4.9% | +37.3% | +33.7% |
| YTD | +60.4% | -1.7% | +62.1% | +58.0% |
| 1Y | +111.0% | -9.4% | +120.4% | +116.4% |
| 3Y | +246.1% | -22.3% | +268.4% | +277.9% |
| 5Y | +340.3% | -20.5% | +360.8% | +372.8% |
| 10Y | +539.5% | +4.9% | +534.6% | +471.0% |
| All | +539.5% | +5.5% | +534.1% | +471.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling