+558.4%
MTSI vs WYNN
+2.0%
+556.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -4.1% |
| 7D | +4.8% | -3.4% | +8.2% | +6.1% |
| 30D | -9.2% | -15.4% | +6.2% | -3.7% |
| 3M | -23.1% | -15.8% | -7.3% | -18.6% |
| 6M | +23.5% | -13.5% | +37.0% | +28.9% |
| YTD | +59.1% | -26.0% | +85.0% | +74.4% |
| 1Y | +106.9% | -27.4% | +134.2% | +126.5% |
| 3Y | +243.2% | -3.7% | +246.9% | +230.1% |
| 5Y | +324.5% | -9.8% | +334.3% | +297.5% |
| All | +558.4% | +2.0% | +556.4% | +407.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling