+184.6%
VRTX vs MTSI
+183.3%
+1.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | +0.2% |
| 7D | -2.1% | -10.0% | +7.9% | -1.7% |
| 30D | +8.2% | -37.2% | +45.4% | +11.1% |
| 3M | +13.0% | -30.1% | +43.1% | +14.7% |
| 6M | +27.9% | -31.9% | +59.8% | +28.7% |
| YTD | +20.7% | +23.2% | -2.5% | +12.5% |
| 1Y | +31.4% | +26.4% | +5.0% | +21.9% |
| 3Y | +41.8% | +186.2% | -144.3% | +14.4% |
| All | +184.6% | +183.3% | +1.3% | +121.2% |
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 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