+47.0%
MTSI vs ARWR
+25.1%
+21.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.7% | +9.6% | +10.2% |
| 7D | +7.2% | -19.9% | +27.1% | +11.4% |
| 30D | -18.4% | -18.7% | +0.3% | -15.5% |
| 3M | -16.7% | -44.7% | +28.0% | -7.7% |
| 6M | -31.7% | -36.5% | +4.8% | -26.6% |
| YTD | +45.9% | -25.7% | +71.5% | +50.7% |
| 1Y | +47.0% | +18.9% | +28.1% | +45.4% |
| All | +47.0% | +25.1% | +21.9% | +45.4% |
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 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