+800.0%
GILD vs MTSI
+1,398.0%
-598.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.0% |
| 7D | -2.6% | +11.1% | -13.7% | -3.5% |
| 30D | +9.5% | -3.7% | +13.1% | +9.6% |
| 3M | +16.8% | -20.2% | +37.1% | +18.3% |
| 6M | +0.6% | +30.8% | -30.3% | -3.3% |
| YTD | +20.1% | +67.0% | -46.9% | +12.7% |
| 1Y | +29.1% | +120.4% | -91.4% | +17.6% |
| 3Y | +111.5% | +260.4% | -148.9% | +79.6% |
| 5Y | +147.6% | +356.3% | -208.7% | +102.1% |
| 10Y | +165.9% | +581.1% | -415.2% | +89.2% |
| All | +800.0% | +1,398.0% | -598.0% | +438.8% |
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