+1,891.0%
WDC vs MTSI
+1,308.1%
+582.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.4% | +4.6% |
| 7D | +1.7% | +1.4% | +0.4% | +1.2% |
| 30D | -10.0% | +2.1% | -12.0% | -11.9% |
| 3M | -18.8% | -29.7% | +11.0% | -7.3% |
| 6M | +79.0% | +12.5% | +66.5% | +71.9% |
| YTD | +171.6% | +57.0% | +114.5% | +132.7% |
| 1Y | +417.4% | +103.9% | +313.5% | +303.9% |
| 3Y | +1,251.8% | +223.6% | +1,028.2% | +791.0% |
| 5Y | +911.7% | +321.6% | +590.1% | +507.0% |
| 10Y | +1,399.6% | +517.7% | +881.9% | +578.0% |
| All | +1,891.0% | +1,308.1% | +582.9% | +643.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling