+20.8%
WM vs MTSI
+59.5%
-38.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.5% |
| 7D | +5.9% | -10.7% | +16.6% | +4.6% |
| 30D | +15.4% | -29.0% | +44.4% | +11.9% |
| 3M | +6.3% | -14.7% | +21.0% | +5.5% |
| 6M | +5.6% | -20.1% | +25.7% | +4.1% |
| YTD | +9.9% | +36.1% | -26.2% | +13.8% |
| 1Y | +20.8% | +61.7% | -40.9% | +27.7% |
| All | +20.8% | +59.5% | -38.7% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling