-45.4%
WDC vs MTSI
-31.6%
-13.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.3% | -7.4% |
| 7D | -28.0% | -10.0% | -18.0% | -23.4% |
| 30D | -34.9% | -37.2% | +2.3% | -17.3% |
| 3M | -41.6% | -30.1% | -11.5% | -31.2% |
| 6M | -45.4% | -31.9% | -13.5% | -27.0% |
| All | -45.4% | -31.6% | -13.8% | -27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling