+688.5%
MTSI vs RPRX
+66.6%
+621.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.4% |
| 7D | +1.4% | +5.1% | -3.7% | +0.1% |
| 30D | +2.1% | +11.2% | -9.1% | -0.9% |
| 3M | -29.7% | +16.7% | -46.4% | -33.0% |
| 6M | +12.5% | +36.0% | -23.5% | +2.3% |
| YTD | +57.0% | +67.8% | -10.8% | +34.3% |
| 1Y | +103.9% | +76.7% | +27.2% | +71.3% |
| 3Y | +223.6% | +128.1% | +95.5% | +149.2% |
| 5Y | +321.6% | +82.9% | +238.7% | +251.2% |
| All | +688.5% | +66.6% | +621.8% | +565.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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