+196.3%
MTSI vs WY
-23.6%
+219.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -5.8% |
| 7D | +10.0% | -0.8% | +10.8% | +10.1% |
| 30D | -20.3% | +10.1% | -30.5% | -22.1% |
| 3M | -24.4% | -15.4% | -9.0% | -21.0% |
| 6M | -39.2% | -8.3% | -30.9% | -38.4% |
| YTD | +35.5% | -9.8% | +45.3% | +37.0% |
| 1Y | +43.0% | -3.9% | +46.9% | +40.7% |
| 3Y | +196.3% | -23.3% | +219.6% | +213.8% |
| All | +196.3% | -23.6% | +219.9% | +213.8% |
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