-31.9%
MTSI vs GSK
+0.3%
-32.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.0% | +10.7% |
| 7D | -10.0% | +1.7% | -11.6% | -8.8% |
| 30D | -37.2% | +7.0% | -44.2% | -32.8% |
| 3M | -30.1% | -2.7% | -27.4% | -28.3% |
| 6M | -31.9% | +1.4% | -33.3% | -29.2% |
| All | -31.9% | +0.3% | -32.2% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling