+51.1%
JNJ vs MTSI
+38.8%
+12.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.4% | +2.0% |
| 7D | +1.1% | -10.0% | +11.1% | +0.6% |
| 30D | +6.9% | -37.2% | +44.1% | +4.2% |
| 3M | +8.0% | -30.1% | +38.1% | +6.2% |
| 6M | +24.3% | -31.9% | +56.2% | +21.1% |
| YTD | +35.6% | +23.2% | +12.4% | +28.9% |
| 1Y | +51.1% | +26.4% | +24.7% | +44.1% |
| All | +51.1% | +38.8% | +12.3% | +44.1% |
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