+188.3%
VRTX vs MTSI
+208.2%
-19.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.0% | -8.3% | +0.2% |
| 7D | -0.4% | +3.5% | -3.9% | -0.8% |
| 30D | +8.0% | -30.3% | +38.3% | +10.2% |
| 3M | +11.0% | -26.0% | +37.0% | +12.4% |
| 6M | +28.2% | -36.1% | +64.3% | +30.6% |
| YTD | +21.5% | +34.3% | -12.8% | +12.7% |
| 1Y | +34.5% | +35.3% | -0.7% | +24.5% |
| 3Y | +49.5% | +217.6% | -168.2% | +19.6% |
| 5Y | +188.3% | +210.1% | -21.8% | +122.8% |
| All | +188.3% | +208.2% | -19.9% | +122.8% |
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