+1,292.3%
MTSI vs NBIX
+1,812.9%
-520.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +11.1% | -1.7% | +12.8% | +11.4% |
| 30D | -3.7% | -5.9% | +2.3% | -2.6% |
| 3M | -20.2% | -6.1% | -14.1% | -19.6% |
| 6M | +30.8% | +19.4% | +11.4% | +25.7% |
| YTD | +67.0% | +9.4% | +57.7% | +63.0% |
| 1Y | +120.4% | +7.6% | +112.8% | +115.5% |
| 3Y | +260.4% | +42.0% | +218.4% | +228.6% |
| 5Y | +356.3% | +64.3% | +292.0% | +300.2% |
| 10Y | +581.1% | +215.4% | +365.7% | +430.6% |
| All | +1,292.3% | +1,812.9% | -520.6% | +720.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling