+1,040.2%
WDC vs MTSI
+896.6%
+143.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -18.4% | +1.0% | -10.4% |
| 7D | -32.3% | -24.6% | -7.7% | -24.3% |
| 30D | -34.9% | -45.7% | +10.8% | -17.9% |
| 3M | -48.4% | -27.7% | -20.7% | -43.0% |
| 6M | -42.4% | -37.3% | -5.1% | -32.2% |
| YTD | +55.5% | +11.1% | +44.4% | +50.4% |
| 1Y | +67.5% | +27.2% | +40.3% | +54.6% |
| 3Y | +727.3% | +153.7% | +573.6% | +496.0% |
| 5Y | +533.3% | +159.0% | +374.4% | +346.7% |
| 10Y | +627.0% | +405.6% | +221.4% | +260.7% |
| All | +1,040.2% | +896.6% | +143.6% | +380.4% |
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