+1,208.8%
MTSI vs WY
+79.9%
+1,128.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.0% |
| 7D | +1.4% | -1.7% | +3.1% | +2.3% |
| 30D | +2.1% | -10.1% | +12.2% | +7.6% |
| 3M | -29.7% | -5.1% | -24.6% | -28.7% |
| 6M | +12.5% | -4.8% | +17.3% | +13.6% |
| YTD | +57.0% | -0.2% | +57.3% | +53.6% |
| 1Y | +103.9% | -6.6% | +110.5% | +105.6% |
| 3Y | +223.6% | -22.7% | +246.3% | +254.0% |
| 5Y | +321.6% | -22.2% | +343.8% | +358.0% |
| 10Y | +517.7% | +7.3% | +510.4% | +428.8% |
| All | +1,208.8% | +79.9% | +1,128.8% | +799.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling