+25.0%
VRTX vs MTSI
+43.1%
-18.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.9% |
| 7D | 0.0% | +29.1% | -29.1% | +1.3% |
| 30D | +11.8% | -20.4% | +32.2% | +10.8% |
| 3M | +3.2% | -20.9% | +24.1% | +2.6% |
| 6M | +21.0% | -32.3% | +53.3% | +20.0% |
| YTD | +19.7% | +43.5% | -23.8% | +16.2% |
| 1Y | +25.0% | +43.8% | -18.8% | +20.2% |
| All | +25.0% | +43.1% | -18.1% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling