+12.7%
WBD vs MTSI
+513.8%
-501.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.1% |
| 7D | -1.8% | +1.4% | -3.2% | -2.1% |
| 30D | +8.8% | +2.1% | +6.7% | +7.7% |
| 3M | +4.6% | -29.7% | +34.4% | +10.8% |
| 6M | +1.1% | +12.5% | -11.5% | -4.4% |
| YTD | -2.0% | +57.0% | -59.0% | -14.3% |
| 1Y | +140.0% | +103.9% | +36.1% | +96.3% |
| 3Y | +144.4% | +223.6% | -79.2% | +79.7% |
| 5Y | -0.2% | +321.6% | -321.8% | -30.8% |
| All | +12.7% | +513.8% | -501.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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