+43.0%
MTSI vs GSK
+9.8%
+33.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.4% |
| 7D | +10.0% | +1.1% | +8.9% | +10.3% |
| 30D | -20.3% | +6.3% | -26.7% | -18.9% |
| 3M | -24.4% | +1.8% | -26.2% | -23.1% |
| 6M | -39.2% | +1.7% | -40.8% | -38.4% |
| YTD | +35.5% | +6.5% | +28.9% | +45.7% |
| 1Y | +43.0% | +9.5% | +33.5% | +53.1% |
| All | +43.0% | +9.8% | +33.3% | +53.1% |
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