+564.3%
MTSI vs WYNN
+1.1%
+563.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +2.2% | -4.2% | +6.4% | +3.7% |
| 30D | -11.5% | -14.6% | +3.1% | -6.5% |
| 3M | -26.6% | -18.4% | -8.2% | -21.5% |
| 6M | +23.5% | -11.9% | +35.4% | +28.2% |
| YTD | +60.5% | -26.6% | +87.1% | +76.5% |
| 1Y | +109.7% | -28.5% | +138.3% | +131.0% |
| 3Y | +247.8% | -5.1% | +253.0% | +236.4% |
| 5Y | +328.4% | -10.5% | +338.9% | +302.3% |
| All | +564.3% | +1.1% | +563.2% | +413.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded WYNN 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling