+417.4%
WDC vs MTSI
+105.1%
+312.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.4% | +3.6% |
| 7D | +1.7% | +1.4% | +0.4% | +0.9% |
| 30D | -10.0% | +2.1% | -12.0% | -13.8% |
| 3M | -18.8% | -29.7% | +11.0% | +2.9% |
| 6M | +79.0% | +12.5% | +66.5% | +64.0% |
| YTD | +171.6% | +57.0% | +114.5% | +109.1% |
| 1Y | +417.4% | +103.9% | +313.5% | +277.6% |
| All | +417.4% | +105.1% | +312.3% | +277.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling