+1,237.2%
MTSI vs WYNN
+1.1%
+1,236.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.9% |
| 7D | +4.9% | +1.8% | +3.1% | +4.3% |
| 30D | -11.6% | -9.8% | -1.7% | -8.7% |
| 3M | -24.1% | -11.8% | -12.2% | -21.2% |
| 6M | +32.4% | -8.8% | +41.2% | +35.4% |
| YTD | +60.4% | -22.8% | +83.2% | +71.9% |
| 1Y | +111.0% | -24.1% | +135.1% | +125.7% |
| 3Y | +246.1% | +0.4% | +245.7% | +231.5% |
| 5Y | +340.3% | -8.7% | +349.0% | +316.2% |
| 10Y | +539.5% | +8.3% | +531.2% | +416.4% |
| All | +1,237.2% | +1.1% | +1,236.1% | +871.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling