+494.6%
VRTX vs MTSI
+539.0%
-44.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.5% | -1.4% |
| 7D | -0.4% | +7.2% | -7.5% | -1.6% |
| 30D | +7.9% | -18.4% | +26.3% | +9.7% |
| 3M | +3.3% | -16.7% | +20.0% | +4.0% |
| 6M | +25.7% | -31.7% | +57.4% | +28.5% |
| YTD | +20.7% | +45.9% | -25.2% | +9.4% |
| 1Y | +27.4% | +47.0% | -19.5% | +15.3% |
| 3Y | +46.4% | +224.1% | -177.7% | +14.0% |
| 5Y | +194.3% | +238.5% | -44.2% | +122.1% |
| 10Y | +494.6% | +512.7% | -18.1% | +249.7% |
| All | +494.6% | +539.0% | -44.4% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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