+772.0%
WDC vs MTSI
+211.6%
+560.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.0% | +0.8% | +4.6% |
| 7D | -14.4% | +3.5% | -17.9% | -16.1% |
| 30D | -27.1% | -30.3% | +3.3% | -10.8% |
| 3M | -33.3% | -26.0% | -7.3% | -22.9% |
| 6M | -39.6% | -36.1% | -3.5% | -24.1% |
| YTD | +68.4% | +34.3% | +34.1% | +37.6% |
| 1Y | +78.2% | +35.3% | +42.9% | +45.2% |
| 3Y | +772.0% | +217.6% | +554.4% | +323.4% |
| All | +772.0% | +211.6% | +560.4% | +323.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling