+131.0%
WDAY vs MTSI
+539.0%
-408.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.3% | -9.1% | -0.8% |
| 7D | -5.3% | +7.2% | -12.5% | -7.2% |
| 30D | +1.5% | -18.4% | +20.0% | +4.1% |
| 3M | +5.5% | -16.7% | +22.1% | +6.1% |
| 6M | +57.4% | -31.7% | +89.1% | +60.4% |
| YTD | -11.0% | +45.9% | -56.9% | -27.6% |
| 1Y | -15.8% | +47.0% | -62.8% | -31.8% |
| 3Y | -16.9% | +224.1% | -241.0% | -48.8% |
| 5Y | -35.3% | +238.5% | -273.8% | -61.5% |
| 10Y | +131.0% | +512.7% | -381.7% | +2.6% |
| All | +131.0% | +539.0% | -408.0% | +2.6% |
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