+1,167.2%
VRTX vs MTSI
+896.6%
+270.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -18.4% | +17.2% | +1.5% |
| 7D | +0.5% | -24.6% | +25.1% | +4.2% |
| 30D | +8.0% | -45.7% | +53.7% | +17.0% |
| 3M | +11.9% | -27.7% | +39.6% | +14.9% |
| 6M | +27.8% | -37.3% | +65.1% | +32.3% |
| YTD | +19.7% | +11.1% | +8.5% | +11.4% |
| 1Y | +30.1% | +27.2% | +2.9% | +18.0% |
| 3Y | +44.2% | +153.7% | -109.5% | +12.1% |
| 5Y | +181.3% | +159.0% | +22.3% | +112.1% |
| 10Y | +587.1% | +405.6% | +181.5% | +290.0% |
| All | +1,167.2% | +896.6% | +270.6% | +555.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling