+512.7%
MTSI vs ARWR
+1,021.8%
-509.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.7% | +9.6% | +10.2% |
| 7D | +7.2% | -19.9% | +27.1% | +11.5% |
| 30D | -18.4% | -18.7% | +0.3% | -15.4% |
| 3M | -16.7% | -44.7% | +28.0% | -7.5% |
| 6M | -31.7% | -36.5% | +4.8% | -26.6% |
| YTD | +45.9% | -25.7% | +71.5% | +51.4% |
| 1Y | +47.0% | +18.9% | +28.1% | +38.2% |
| 3Y | +224.1% | +83.1% | +141.0% | +159.2% |
| 5Y | +238.5% | -34.9% | +273.4% | +211.2% |
| 10Y | +512.7% | +1,080.9% | -568.2% | +271.6% |
| All | +512.7% | +1,021.8% | -509.1% | +271.6% |
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