+247.5%
MRK vs MTSI
+448.7%
-201.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -0.6% |
| 7D | -1.9% | -10.0% | +8.1% | -1.5% |
| 30D | +2.8% | -37.2% | +40.0% | +4.6% |
| 3M | +15.0% | -30.1% | +45.0% | +16.2% |
| 6M | +30.9% | -31.9% | +62.8% | +31.9% |
| YTD | +42.3% | +23.2% | +19.1% | +38.5% |
| 1Y | +76.1% | +26.4% | +49.7% | +71.1% |
| 3Y | +54.1% | +186.2% | -132.1% | +41.0% |
| 5Y | +109.5% | +187.0% | -77.5% | +89.7% |
| All | +247.5% | +448.7% | -201.2% | +175.8% |
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