+210.1%
MTSI vs ARWR
-40.7%
+250.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -15.3% | +24.4% | +12.1% |
| 7D | +3.5% | -17.3% | +20.9% | +7.3% |
| 30D | -30.3% | -21.5% | -8.8% | -27.0% |
| 3M | -26.0% | -43.8% | +17.8% | -17.3% |
| 6M | -36.1% | -32.3% | -3.8% | -31.8% |
| YTD | +34.3% | -25.8% | +60.1% | +39.7% |
| 1Y | +35.3% | +25.5% | +9.8% | +24.7% |
| 3Y | +217.6% | +84.1% | +133.5% | +142.2% |
| 5Y | +210.1% | -39.2% | +249.3% | +190.0% |
| All | +210.1% | -40.7% | +250.8% | +190.0% |
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