+45.4%
GILD vs MTSI
+59.5%
-14.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.1% |
| 7D | +9.6% | -10.7% | +20.2% | +9.0% |
| 30D | +20.6% | -29.0% | +49.6% | +19.0% |
| 3M | +29.7% | -14.7% | +44.4% | +28.6% |
| 6M | +33.1% | -20.1% | +53.2% | +29.9% |
| YTD | +44.7% | +36.1% | +8.6% | +38.6% |
| 1Y | +45.4% | +61.7% | -16.4% | +42.5% |
| All | +45.4% | +59.5% | -14.2% | +42.5% |
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