+320.4%
MTSI vs GSK
+48.0%
+272.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.6% |
| 7D | +1.4% | -1.8% | +3.2% | +1.5% |
| 30D | +2.1% | -2.2% | +4.3% | +2.2% |
| 3M | -29.7% | -1.8% | -27.9% | -29.8% |
| 6M | +12.5% | -10.6% | +23.1% | +13.4% |
| YTD | +57.0% | +4.4% | +52.6% | +56.8% |
| 1Y | +103.9% | +30.4% | +73.5% | +100.3% |
| 3Y | +223.6% | +60.1% | +163.5% | +204.1% |
| All | +320.4% | +48.0% | +272.3% | +272.6% |
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