+84.7%
WDC vs MTSI
+41.9%
+42.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +10.3% | -2.0% | +1.7% |
| 7D | -3.2% | +7.2% | -10.4% | -7.4% |
| 30D | -19.0% | -18.4% | -0.6% | -8.7% |
| 3M | -28.4% | -16.7% | -11.7% | -22.5% |
| 6M | -39.2% | -31.7% | -7.5% | -23.7% |
| YTD | +82.1% | +45.9% | +36.2% | +23.2% |
| 1Y | +84.7% | +47.0% | +37.7% | +24.8% |
| All | +84.7% | +41.9% | +42.8% | +24.8% |
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