+20.3%
WM vs MTSI
+38.8%
-18.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.8% | -12.9% | -0.8% |
| 7D | +1.2% | -10.0% | +11.2% | +0.3% |
| 30D | +13.1% | -37.2% | +50.3% | +8.4% |
| 3M | +3.6% | -30.1% | +33.7% | +0.9% |
| 6M | +8.1% | -31.9% | +40.0% | +5.2% |
| YTD | +8.9% | +23.2% | -14.3% | +12.1% |
| 1Y | +20.3% | +26.4% | -6.1% | +24.4% |
| All | +20.3% | +38.8% | -18.5% | +24.4% |
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 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