+336.4%
WM vs MTSI
+448.7%
-112.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.8% | -12.9% | -2.6% |
| 7D | +1.2% | -10.0% | +11.2% | +1.6% |
| 30D | +13.1% | -37.2% | +50.3% | +15.4% |
| 3M | +3.6% | -30.1% | +33.7% | +4.9% |
| 6M | +8.1% | -31.9% | +40.0% | +8.8% |
| YTD | +8.9% | +23.2% | -14.3% | +4.5% |
| 1Y | +20.3% | +26.4% | -6.1% | +15.0% |
| 3Y | +46.2% | +186.2% | -140.0% | +27.9% |
| 5Y | +59.9% | +187.0% | -127.2% | +37.9% |
| All | +336.4% | +448.7% | -112.3% | +226.7% |
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 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