+326.7%
MTSI vs NBIX
+60.3%
+266.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -5.0% |
| 7D | +4.8% | -1.1% | +5.9% | +5.1% |
| 30D | -9.2% | -3.3% | -5.9% | -8.4% |
| 3M | -23.1% | -2.7% | -20.5% | -23.1% |
| 6M | +23.5% | +20.6% | +2.9% | +15.9% |
| YTD | +59.1% | +10.4% | +48.7% | +52.7% |
| 1Y | +106.9% | +10.8% | +96.0% | +97.9% |
| 3Y | +243.2% | +43.3% | +199.9% | +192.5% |
| All | +326.7% | +60.3% | +266.4% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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