+528.7%
WDC vs MTSI
+183.3%
+345.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.3% | -7.8% |
| 7D | -28.0% | -10.0% | -18.0% | -23.4% |
| 30D | -34.9% | -37.2% | +2.3% | -15.5% |
| 3M | -41.6% | -30.1% | -11.5% | -30.4% |
| 6M | -45.4% | -31.9% | -13.5% | -34.6% |
| YTD | +53.3% | +23.2% | +30.1% | +30.6% |
| 1Y | +61.5% | +26.4% | +35.1% | +35.9% |
| 3Y | +712.3% | +186.2% | +526.2% | +298.9% |
| All | +528.7% | +183.3% | +345.4% | +178.7% |
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