+653.4%
WDC vs MTSI
+512.4%
+141.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.0% | +0.8% | +5.9% |
| 7D | -14.4% | +3.5% | -17.9% | -15.6% |
| 30D | -27.1% | -30.3% | +3.3% | -15.1% |
| 3M | -33.3% | -26.0% | -7.3% | -25.3% |
| 6M | -39.6% | -36.1% | -3.5% | -28.1% |
| YTD | +68.4% | +34.3% | +34.1% | +47.9% |
| 1Y | +78.2% | +35.3% | +42.9% | +56.3% |
| 3Y | +772.0% | +217.6% | +554.4% | +436.2% |
| 5Y | +584.9% | +210.1% | +374.8% | +316.1% |
| 10Y | +653.4% | +471.4% | +182.0% | +192.5% |
| All | +653.4% | +512.4% | +141.1% | +192.5% |
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