+262.0%
MTSI vs WYNN
-2.3%
+264.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.3% | +4.9% |
| 7D | +11.1% | -1.4% | +12.5% | +11.6% |
| 30D | -3.7% | -11.8% | +8.1% | +0.5% |
| 3M | -20.2% | -15.8% | -4.4% | -15.5% |
| 6M | +30.8% | -10.7% | +41.5% | +34.9% |
| YTD | +67.0% | -24.5% | +91.5% | +82.3% |
| 1Y | +120.4% | -25.0% | +145.5% | +138.5% |
| All | +262.0% | -2.3% | +264.4% | +218.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling