+7.0%
GD vs MTSI
+30.7%
-23.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.5% |
| 7D | -1.9% | -3.8% | +1.9% | -1.9% |
| 30D | +10.9% | -31.4% | +42.3% | +10.5% |
| 3M | -6.8% | -23.8% | +17.0% | -7.0% |
| 6M | +7.0% | -37.1% | +44.1% | +5.9% |
| YTD | +11.1% | +32.2% | -21.1% | +2.7% |
| 1Y | +7.0% | +26.9% | -19.9% | -0.8% |
| All | +7.0% | +30.7% | -23.7% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling