+234.3%
MRK vs MTSI
+529.6%
-295.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.3% |
| 7D | -0.9% | +4.9% | -5.8% | -1.2% |
| 30D | +15.5% | -11.6% | +27.0% | +16.0% |
| 3M | +25.1% | -24.1% | +49.2% | +26.3% |
| 6M | +30.1% | +32.4% | -2.3% | +27.1% |
| YTD | +43.1% | +60.4% | -17.3% | +38.3% |
| 1Y | +82.5% | +111.0% | -28.5% | +73.3% |
| 3Y | +49.3% | +246.1% | -196.8% | +36.1% |
| 5Y | +130.3% | +340.3% | -210.1% | +104.3% |
| 10Y | +234.3% | +539.5% | -305.2% | +162.0% |
| All | +234.3% | +529.6% | -295.2% | +162.0% |
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