-7.3%
WBD vs MTSI
+790.2%
-797.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.7% | +0.7% |
| 7D | +1.0% | +14.8% | -13.8% | -2.0% |
| 30D | +26.7% | +27.7% | -0.9% | +20.2% |
| 3M | +91.1% | +33.1% | +58.1% | +79.6% |
| 6M | +164.8% | +50.0% | +114.9% | +143.2% |
| YTD | +114.5% | +30.9% | +83.6% | +101.0% |
| 1Y | +141.9% | +22.2% | +119.7% | +129.2% |
| 3Y | +120.7% | +166.1% | -45.4% | +81.3% |
| 5Y | +8.3% | +293.0% | -284.7% | -18.1% |
| 10Y | -21.9% | +399.9% | -421.8% | -49.0% |
| All | -7.3% | +790.2% | -797.5% | -45.8% |
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