+184.1%
VRTX vs MTSI
+320.9%
-136.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -2.4% |
| 7D | +0.8% | +1.4% | -0.6% | +0.7% |
| 30D | +12.6% | +2.1% | +10.6% | +12.0% |
| 3M | +23.6% | -29.7% | +53.4% | +26.7% |
| 6M | +14.3% | +12.5% | +1.7% | +10.3% |
| YTD | +20.5% | +57.0% | -36.6% | +11.4% |
| 1Y | +37.6% | +103.9% | -66.3% | +22.5% |
| 3Y | +55.5% | +223.6% | -168.0% | +26.7% |
| All | +184.1% | +320.9% | -136.8% | +115.0% |
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