+451.3%
MTSI vs ARWR
+906.2%
-454.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.2% | +9.6% | +10.6% |
| 7D | -10.0% | -2.9% | -7.1% | -9.3% |
| 30D | -37.2% | -5.4% | -31.8% | -36.4% |
| 3M | -30.1% | -32.2% | +2.2% | -25.1% |
| 6M | -31.9% | -26.5% | -5.4% | -28.6% |
| YTD | +23.2% | -12.4% | +35.6% | +24.5% |
| 1Y | +26.4% | +46.9% | -20.5% | +15.3% |
| 3Y | +186.2% | +116.0% | +70.2% | +125.5% |
| 5Y | +187.0% | -28.0% | +215.0% | +160.8% |
| All | +451.3% | +906.2% | -454.9% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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