+1,237.2%
MTSI vs IDXX
+1,141.8%
+95.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +3.6% |
| 7D | +4.9% | -4.6% | +9.5% | +7.3% |
| 30D | -11.6% | -11.3% | -0.3% | -6.6% |
| 3M | -24.1% | -7.3% | -16.8% | -22.5% |
| 6M | +32.4% | -14.5% | +46.9% | +39.9% |
| YTD | +60.4% | -23.1% | +83.5% | +78.2% |
| 1Y | +111.0% | -20.3% | +131.3% | +127.5% |
| 3Y | +246.1% | +11.7% | +234.5% | +190.8% |
| 5Y | +340.3% | -24.4% | +364.7% | +348.5% |
| 10Y | +539.5% | +355.5% | +184.0% | +180.5% |
| All | +1,237.2% | +1,141.8% | +95.4% | +298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling