+190.4%
GD vs MTSI
+395.1%
-204.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -18.4% | +16.0% | -0.6% |
| 7D | -3.9% | -24.6% | +20.7% | -1.6% |
| 30D | +8.1% | -45.7% | +53.8% | +13.9% |
| 3M | -6.8% | -27.7% | +21.0% | -5.0% |
| 6M | +3.0% | -37.3% | +40.3% | +5.5% |
| YTD | +7.8% | +11.1% | -3.4% | +3.0% |
| 1Y | +5.8% | +27.2% | -21.4% | -0.6% |
| 3Y | +55.3% | +153.7% | -98.4% | +31.6% |
| 5Y | +96.7% | +159.0% | -62.3% | +63.2% |
| All | +190.4% | +395.1% | -204.7% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling