+642.9%
WDC vs MTSI
+465.0%
+177.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.6% | +0.6% | -2.6% |
| 7D | +12.1% | +10.0% | +2.1% | +7.7% |
| 30D | -18.8% | -20.3% | +1.5% | -10.6% |
| 3M | -39.3% | -24.4% | -14.9% | -32.5% |
| 6M | -40.1% | -39.2% | -0.9% | -27.3% |
| YTD | +71.8% | +35.5% | +36.3% | +50.4% |
| 1Y | +88.5% | +43.0% | +45.4% | +61.7% |
| 3Y | +770.0% | +196.3% | +573.7% | +449.5% |
| 5Y | +549.0% | +210.0% | +339.0% | +294.2% |
| All | +642.9% | +465.0% | +177.8% | +189.9% |
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 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