+88.5%
WDC vs MTSI
+35.9%
+52.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.6% | +0.6% | -1.4% |
| 7D | +12.1% | +10.0% | +2.1% | +5.6% |
| 30D | -18.8% | -20.3% | +1.5% | -7.0% |
| 3M | -39.3% | -24.4% | -14.9% | -29.9% |
| 6M | -40.1% | -39.2% | -0.9% | -18.7% |
| YTD | +71.8% | +35.5% | +36.3% | +23.5% |
| 1Y | +88.5% | +43.0% | +45.4% | +30.1% |
| All | +88.5% | +35.9% | +52.6% | +30.1% |
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