+826.3%
MTSI vs ARWR
+857.7%
-31.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -6.8% | -11.6% | -17.3% |
| 7D | -24.6% | -5.0% | -19.6% | -23.8% |
| 30D | -45.7% | -6.6% | -39.1% | -45.0% |
| 3M | -27.7% | -33.9% | +6.1% | -23.1% |
| 6M | -37.3% | -23.3% | -14.0% | -35.1% |
| YTD | +11.1% | -13.5% | +24.6% | +12.4% |
| 1Y | +27.2% | +42.5% | -15.4% | +18.1% |
| 3Y | +153.7% | +104.1% | +49.5% | +109.7% |
| 5Y | +159.0% | -28.8% | +187.8% | +139.6% |
| 10Y | +405.6% | +911.6% | -506.0% | +212.6% |
| All | +826.3% | +857.7% | -31.4% | +581.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling