+117.3%
WDAY vs MTSI
+514.0%
-396.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.8% | -6.1% |
| 7D | -4.4% | +1.4% | -5.7% | -4.7% |
| 30D | +14.7% | +2.1% | +12.7% | +13.1% |
| 3M | +32.4% | -29.7% | +62.1% | +39.1% |
| 6M | +36.9% | +12.5% | +24.3% | +24.8% |
| YTD | -8.8% | +57.0% | -65.9% | -25.1% |
| 1Y | -15.3% | +103.9% | -119.2% | -36.0% |
| 3Y | -21.2% | +223.6% | -244.8% | -50.0% |
| 5Y | -29.5% | +321.6% | -351.1% | -59.1% |
| All | +117.3% | +514.0% | -396.7% | -1.5% |
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