+125.4%
WDAY vs MTSI
+448.7%
-323.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.8% | -14.5% | -5.7% |
| 7D | -2.5% | -10.0% | +7.5% | -1.1% |
| 30D | +4.7% | -37.2% | +41.9% | +13.1% |
| 3M | +13.3% | -30.1% | +43.4% | +18.1% |
| 6M | +57.3% | -31.9% | +89.2% | +58.9% |
| YTD | -10.2% | +23.2% | -33.4% | -24.4% |
| 1Y | -14.1% | +26.4% | -40.5% | -28.4% |
| 3Y | -11.7% | +186.2% | -197.8% | -44.4% |
| 5Y | -33.5% | +187.0% | -220.5% | -59.0% |
| All | +125.4% | +448.7% | -323.3% | +1.3% |
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