+1,023.8%
WDC vs MTSI
+1,004.6%
+19.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.3% | -5.6% |
| 7D | -28.0% | -10.0% | -18.0% | -24.9% |
| 30D | -34.9% | -37.2% | +2.3% | -22.7% |
| 3M | -41.6% | -30.1% | -11.5% | -34.0% |
| 6M | -45.4% | -31.9% | -13.5% | -37.9% |
| YTD | +53.3% | +23.2% | +30.1% | +42.0% |
| 1Y | +61.5% | +26.4% | +35.1% | +48.6% |
| 3Y | +712.3% | +186.2% | +526.2% | +457.7% |
| 5Y | +524.2% | +187.0% | +337.2% | +321.9% |
| 10Y | +616.5% | +460.4% | +156.1% | +240.7% |
| All | +1,023.8% | +1,004.6% | +19.2% | +353.8% |
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