+539.4%
MRK vs MTSI
+1,004.6%
-465.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -0.7% |
| 7D | -1.9% | -10.0% | +8.1% | -1.4% |
| 30D | +2.8% | -37.2% | +40.0% | +5.1% |
| 3M | +15.0% | -30.1% | +45.0% | +16.6% |
| 6M | +30.9% | -31.9% | +62.8% | +32.2% |
| YTD | +42.3% | +23.2% | +19.1% | +37.9% |
| 1Y | +76.1% | +26.4% | +49.7% | +70.2% |
| 3Y | +54.1% | +186.2% | -132.1% | +38.9% |
| 5Y | +109.5% | +187.0% | -77.5% | +86.5% |
| 10Y | +254.8% | +460.4% | -205.6% | +178.5% |
| All | +539.4% | +1,004.6% | -465.2% | +366.7% |
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