+105.9%
GILD vs MTSI
+243.2%
-137.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.7% |
| 7D | -4.8% | +2.2% | -7.0% | -4.8% |
| 30D | +5.8% | -11.5% | +17.3% | +5.7% |
| 3M | +14.9% | -26.6% | +41.6% | +15.0% |
| 6M | -0.4% | +23.5% | -23.9% | -1.7% |
| YTD | +18.5% | +60.5% | -42.0% | +16.7% |
| 1Y | +25.1% | +109.7% | -84.6% | +22.6% |
| 3Y | +105.9% | +247.8% | -141.9% | +96.3% |
| All | +105.9% | +243.2% | -137.3% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling