+217.6%
MTSI vs WY
-23.3%
+241.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.9% |
| 7D | +3.5% | -0.8% | +4.3% | +3.5% |
| 30D | -30.3% | +10.6% | -40.9% | -31.8% |
| 3M | -26.0% | -16.6% | -9.4% | -22.0% |
| 6M | -36.1% | -8.6% | -27.5% | -35.0% |
| YTD | +34.3% | -8.4% | +42.7% | +35.6% |
| 1Y | +35.3% | -5.1% | +40.4% | +34.3% |
| 3Y | +217.6% | -21.9% | +239.6% | +234.1% |
| All | +217.6% | -23.3% | +241.0% | +234.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling