+133.6%
MRK vs MTSI
+359.4%
-225.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.6% |
| 7D | -2.7% | +11.1% | -13.8% | -2.7% |
| 30D | +12.7% | -3.7% | +16.4% | +12.7% |
| 3M | +24.2% | -20.2% | +44.5% | +24.4% |
| 6M | +27.8% | +30.8% | -3.0% | +26.9% |
| YTD | +42.2% | +67.0% | -24.8% | +41.0% |
| 1Y | +80.2% | +120.4% | -40.3% | +77.9% |
| 3Y | +48.4% | +260.4% | -212.0% | +45.5% |
| 5Y | +133.6% | +356.3% | -222.7% | +119.6% |
| All | +133.6% | +359.4% | -225.8% | +119.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling