+202.0%
JNJ vs MTSI
+513.8%
-311.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.3% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | +7.4% | +2.1% | +5.3% | +7.1% |
| 3M | +21.2% | -29.7% | +51.0% | +22.4% |
| 6M | +13.4% | +12.5% | +0.9% | +11.9% |
| YTD | +35.1% | +57.0% | -21.9% | +31.4% |
| 1Y | +57.4% | +103.9% | -46.5% | +51.0% |
| 3Y | +86.8% | +223.6% | -136.8% | +72.1% |
| 5Y | +80.8% | +321.6% | -240.8% | +61.7% |
| All | +202.0% | +513.8% | -311.8% | +138.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling