+207.8%
JNJ vs MTSI
+512.4%
-304.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.0% | -6.9% | +1.9% |
| 7D | +4.3% | +3.5% | +0.7% | +4.1% |
| 30D | +7.9% | -30.3% | +38.2% | +8.8% |
| 3M | +9.4% | -26.0% | +35.4% | +9.9% |
| 6M | +28.8% | -36.1% | +64.9% | +29.9% |
| YTD | +38.5% | +34.3% | +4.2% | +34.9% |
| 1Y | +54.6% | +35.3% | +19.3% | +50.4% |
| 3Y | +108.4% | +217.6% | -109.2% | +90.9% |
| 5Y | +99.6% | +210.1% | -110.5% | +81.1% |
| 10Y | +207.8% | +471.4% | -263.7% | +145.0% |
| All | +207.8% | +512.4% | -304.6% | +145.0% |
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