+514.9%
MTSI vs ARWR
+1,117.8%
-602.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | +1.4% | +1.7% | -0.3% | +1.1% |
| 30D | +2.1% | -0.7% | +2.7% | +2.2% |
| 3M | -29.7% | +14.9% | -44.6% | -31.8% |
| 6M | +12.5% | +32.6% | -20.1% | +6.0% |
| YTD | +57.0% | +30.0% | +27.0% | +48.0% |
| 1Y | +103.9% | +208.4% | -104.4% | +62.4% |
| 3Y | +223.6% | +208.8% | +14.8% | +138.7% |
| 5Y | +321.6% | +27.8% | +293.7% | +246.1% |
| All | +514.9% | +1,117.8% | -602.9% | +245.4% |
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