+233.8%
MTSI vs GSK
+42.5%
+191.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.2% | +11.6% | +10.3% |
| 7D | +7.2% | -1.1% | +8.3% | +7.1% |
| 30D | -18.4% | +7.8% | -26.3% | -18.4% |
| 3M | -16.7% | +0.3% | -17.0% | -16.5% |
| 6M | -31.7% | +3.4% | -35.1% | -31.9% |
| YTD | +45.9% | +5.9% | +40.0% | +46.0% |
| 1Y | +47.0% | +8.2% | +38.8% | +46.9% |
| 3Y | +224.1% | +65.3% | +158.8% | +206.5% |
| All | +233.8% | +42.5% | +191.3% | +199.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling