+314.5%
WDAY vs MTSI
+1,859.1%
-1,544.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | -1.2% | -10.7% | +9.4% | +1.0% |
| 30D | +6.8% | -29.0% | +35.8% | +13.7% |
| 3M | +17.8% | -14.7% | +32.5% | +18.4% |
| 6M | +57.8% | -20.1% | +77.9% | +54.9% |
| YTD | -6.0% | +36.1% | -42.1% | -22.2% |
| 1Y | -13.5% | +61.7% | -75.3% | -32.3% |
| 3Y | -7.6% | +210.7% | -218.3% | -42.6% |
| 5Y | -30.5% | +212.8% | -243.4% | -57.8% |
| 10Y | +143.9% | +519.2% | -375.3% | +5.2% |
| All | +314.5% | +1,859.1% | -1,544.5% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling