+1,175.7%
VRTX vs MTSI
+1,308.1%
-132.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -2.7% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +12.6% | +2.1% | +10.6% | +11.6% |
| 3M | +23.6% | -29.7% | +53.4% | +28.8% |
| 6M | +14.3% | +12.5% | +1.7% | +9.1% |
| YTD | +20.5% | +57.0% | -36.6% | +8.2% |
| 1Y | +37.6% | +103.9% | -66.3% | +17.4% |
| 3Y | +55.5% | +223.6% | -168.0% | +18.7% |
| 5Y | +175.7% | +321.6% | -145.8% | +95.3% |
| 10Y | +474.2% | +517.7% | -43.5% | +224.6% |
| All | +1,175.7% | +1,308.1% | -132.4% | +536.4% |
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 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