+451.3%
MTSI vs GSK
+103.4%
+347.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.0% | +10.9% |
| 7D | -10.0% | +1.7% | -11.6% | -10.3% |
| 30D | -37.2% | +7.0% | -44.2% | -38.6% |
| 3M | -30.1% | -2.7% | -27.4% | -30.0% |
| 6M | -31.9% | +1.4% | -33.3% | -33.2% |
| YTD | +23.2% | +5.3% | +17.8% | +19.0% |
| 1Y | +26.4% | +10.6% | +15.8% | +19.9% |
| 3Y | +186.2% | +62.6% | +123.6% | +121.7% |
| 5Y | +187.0% | +41.7% | +145.4% | +131.3% |
| All | +451.3% | +103.4% | +347.9% | +271.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling