+188.7%
GD vs MTSI
+514.0%
-325.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -2.1% |
| 7D | -5.3% | +1.4% | -6.6% | -5.4% |
| 30D | -6.4% | +2.1% | -8.5% | -6.9% |
| 3M | +5.7% | -29.7% | +35.4% | +8.7% |
| 6M | -0.9% | +12.5% | -13.5% | -3.8% |
| YTD | +8.2% | +57.0% | -48.9% | +0.9% |
| 1Y | +13.4% | +103.9% | -90.5% | +2.3% |
| 3Y | +68.5% | +223.6% | -155.1% | +40.9% |
| 5Y | +97.2% | +321.6% | -224.4% | +56.9% |
| All | +188.7% | +514.0% | -325.4% | +87.7% |
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