+36.9%
WDAY vs MTSI
+10.3%
+26.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.8% | -4.1% |
| 7D | -4.4% | +1.4% | -5.7% | -3.8% |
| 30D | +14.7% | +2.1% | +12.7% | +17.0% |
| 3M | +32.4% | -29.7% | +62.1% | +21.7% |
| 6M | +36.9% | +12.5% | +24.3% | +37.9% |
| All | +36.9% | +10.3% | +26.6% | +37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling