+28.9%
MTSI vs ARWR
+20.5%
+8.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -15.3% | +24.4% | +11.6% |
| 7D | +3.5% | -17.3% | +20.9% | +6.9% |
| 30D | -30.3% | -21.5% | -8.8% | -27.4% |
| 3M | -26.0% | -43.8% | +17.8% | -18.5% |
| 6M | -36.1% | -32.3% | -3.8% | -32.1% |
| YTD | +34.3% | -25.8% | +60.1% | +38.7% |
| All | +28.9% | +20.5% | +8.4% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling