+228.3%
MTSI vs ARWR
-38.4%
+266.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.8% | -0.7% |
| 7D | +29.1% | -17.9% | +47.1% | +33.6% |
| 30D | -20.4% | -18.9% | -1.5% | -17.2% |
| 3M | -20.9% | -46.0% | +25.0% | -10.9% |
| 6M | -32.3% | -40.3% | +8.1% | -25.7% |
| YTD | +43.5% | -29.0% | +72.5% | +50.6% |
| 1Y | +43.8% | +13.8% | +30.0% | +35.4% |
| 3Y | +218.8% | +74.9% | +143.9% | +145.8% |
| 5Y | +228.3% | -36.2% | +264.6% | +204.4% |
| All | +228.3% | -38.4% | +266.7% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling