+595.8%
WDC vs MTSI
+209.3%
+386.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.7% |
| 7D | -16.7% | -3.8% | -12.9% | -14.8% |
| 30D | -27.2% | -31.4% | +4.2% | -10.1% |
| 3M | -34.0% | -23.8% | -10.3% | -25.0% |
| 6M | -39.7% | -37.1% | -2.6% | -23.7% |
| YTD | +68.1% | +32.2% | +35.8% | +37.5% |
| 1Y | +66.3% | +26.9% | +39.4% | +39.3% |
| 3Y | +754.4% | +193.7% | +560.7% | +313.7% |
| 5Y | +595.8% | +218.0% | +377.7% | +187.1% |
| All | +595.8% | +209.3% | +386.5% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling