+564.3%
MTSI vs IDXX
+360.5%
+203.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +2.2% | -5.7% | +7.9% | +5.6% |
| 30D | -11.5% | -11.5% | 0.0% | -5.7% |
| 3M | -26.6% | -9.5% | -17.1% | -23.9% |
| 6M | +23.5% | -16.0% | +39.5% | +32.5% |
| YTD | +60.5% | -25.4% | +85.9% | +83.5% |
| 1Y | +109.7% | -21.8% | +131.5% | +130.1% |
| 3Y | +247.8% | +7.0% | +240.8% | +188.5% |
| 5Y | +328.4% | -26.0% | +354.3% | +345.3% |
| All | +564.3% | +360.5% | +203.8% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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