+136.8%
WDAY vs MTSI
+498.4%
-361.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | 0.0% |
| 7D | -4.8% | +29.1% | -33.9% | -9.7% |
| 30D | +2.5% | -20.4% | +22.9% | +5.6% |
| 3M | +8.8% | -20.9% | +29.7% | +10.7% |
| 6M | +60.7% | -32.3% | +93.0% | +63.9% |
| YTD | -11.2% | +43.5% | -54.7% | -27.6% |
| 1Y | -15.6% | +43.8% | -59.4% | -31.4% |
| 3Y | -17.1% | +218.8% | -235.9% | -48.8% |
| 5Y | -35.7% | +228.3% | -264.0% | -61.5% |
| All | +136.8% | +498.4% | -361.6% | +5.7% |
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