+345.7%
WM vs MTSI
+395.1%
-49.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -18.4% | +19.5% | +2.1% |
| 7D | +4.5% | -24.6% | +29.1% | +5.8% |
| 30D | +16.1% | -45.7% | +61.8% | +19.4% |
| 3M | +8.0% | -27.7% | +35.8% | +9.0% |
| 6M | +8.4% | -37.3% | +45.7% | +9.5% |
| YTD | +11.2% | +11.1% | +0.1% | +7.2% |
| 1Y | +22.3% | +27.2% | -4.9% | +16.5% |
| 3Y | +50.2% | +153.7% | -103.4% | +32.4% |
| 5Y | +63.3% | +159.0% | -95.7% | +41.5% |
| All | +345.7% | +395.1% | -49.4% | +235.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling