+537.7%
JNJ vs MTSI
+1,004.6%
-466.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.4% | +1.0% |
| 7D | +1.1% | -10.0% | +11.1% | +1.4% |
| 30D | +6.9% | -37.2% | +44.1% | +8.6% |
| 3M | +8.0% | -30.1% | +38.1% | +9.0% |
| 6M | +24.3% | -31.9% | +56.2% | +25.0% |
| YTD | +35.6% | +23.2% | +12.4% | +32.0% |
| 1Y | +51.1% | +26.4% | +24.7% | +46.8% |
| 3Y | +98.3% | +186.2% | -87.9% | +80.8% |
| 5Y | +94.3% | +187.0% | -92.7% | +75.2% |
| 10Y | +214.9% | +460.4% | -245.4% | +152.2% |
| All | +537.7% | +1,004.6% | -466.9% | +382.7% |
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