+774.9%
WM vs MTSI
+1,308.1%
-533.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.5% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -2.4% | +2.1% | -4.5% | -2.7% |
| 3M | +0.4% | -29.7% | +30.2% | +2.3% |
| 6M | -9.5% | +12.5% | -22.0% | -11.4% |
| YTD | +0.5% | +57.0% | -56.5% | -4.3% |
| 1Y | -1.1% | +103.9% | -105.0% | -8.2% |
| 3Y | +46.0% | +223.6% | -177.5% | +28.1% |
| 5Y | +51.8% | +321.6% | -269.7% | +28.3% |
| 10Y | +307.5% | +517.7% | -210.2% | +207.3% |
| All | +774.9% | +1,308.1% | -533.2% | +506.8% |
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