+26.5%
WBD vs MTSI
+1,618.8%
-1,592.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +163.0% | +337.5% | -174.5% | +21.7% |
| 7D | +163.0% | +337.5% | -174.5% | +21.7% |
| 30D | +163.0% | +337.5% | -174.5% | +21.7% |
| 3M | +163.0% | +337.5% | -174.5% | +21.7% |
| 6M | +163.0% | +337.5% | -174.5% | +21.7% |
| YTD | +163.0% | +337.5% | -174.5% | +21.7% |
| 1Y | +163.0% | +337.5% | -174.5% | +21.7% |
| 3Y | +206.7% | +316.6% | -109.9% | +43.2% |
| 5Y | +18.4% | +402.1% | -383.8% | -47.0% |
| 10Y | +11.8% | +675.4% | -663.6% | -58.5% |
| All | +26.5% | +1,618.8% | -1,592.3% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling