+1,381.3%
WDC vs MTSI
+514.0%
+867.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.4% | +4.4% |
| 7D | +1.7% | +1.4% | +0.4% | +1.2% |
| 30D | -10.0% | +2.1% | -12.0% | -12.2% |
| 3M | -18.8% | -29.7% | +11.0% | -5.7% |
| 6M | +79.0% | +12.5% | +66.5% | +70.4% |
| YTD | +171.6% | +57.0% | +114.5% | +127.1% |
| 1Y | +417.4% | +103.9% | +313.5% | +288.8% |
| 3Y | +1,251.8% | +223.6% | +1,028.2% | +733.7% |
| 5Y | +911.7% | +321.6% | +590.1% | +458.6% |
| All | +1,381.3% | +514.0% | +867.3% | +493.5% |
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