+188.2%
VRTX vs MTSI
+206.4%
-18.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.8% | -0.4% |
| 7D | -1.6% | +10.0% | -11.5% | -2.2% |
| 30D | +8.0% | -20.3% | +28.4% | +9.2% |
| 3M | +4.3% | -24.4% | +28.7% | +5.4% |
| 6M | +18.9% | -39.2% | +58.1% | +21.8% |
| YTD | +18.8% | +35.5% | -16.7% | +10.1% |
| 1Y | +24.0% | +43.0% | -19.1% | +14.0% |
| 3Y | +42.1% | +196.3% | -154.1% | +15.0% |
| All | +188.2% | +206.4% | -18.2% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling