+857.1%
WM vs MTSI
+1,120.6%
-263.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +5.9% | -10.7% | +16.6% | +6.6% |
| 30D | +15.4% | -29.0% | +44.4% | +17.4% |
| 3M | +6.3% | -14.7% | +21.0% | +6.6% |
| 6M | +5.6% | -20.1% | +25.7% | +5.5% |
| YTD | +9.9% | +36.1% | -26.2% | +5.0% |
| 1Y | +20.8% | +61.7% | -40.9% | +13.6% |
| 3Y | +48.5% | +210.7% | -162.2% | +29.6% |
| 5Y | +60.6% | +212.8% | -152.3% | +38.1% |
| 10Y | +349.8% | +519.2% | -169.4% | +236.4% |
| All | +857.1% | +1,120.6% | -263.5% | +566.0% |
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