+61.7%
MTSI vs GSK
+14.9%
+46.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | +0.5% |
| 7D | -10.7% | +4.9% | -15.6% | -9.3% |
| 30D | -29.0% | +9.9% | -38.9% | -27.1% |
| 3M | -14.7% | +0.2% | -14.9% | -12.8% |
| 6M | -20.1% | +2.3% | -22.4% | -18.9% |
| YTD | +36.1% | +7.1% | +29.0% | +46.6% |
| 1Y | +61.7% | +13.1% | +48.6% | +72.7% |
| All | +61.7% | +14.9% | +46.8% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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