+58.6%
GD vs MTSI
+210.8%
-152.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | +3.0% | -10.7% | +13.6% | +3.3% |
| 30D | +10.5% | -29.0% | +39.5% | +11.6% |
| 3M | -5.0% | -14.7% | +9.7% | -4.9% |
| 6M | +5.5% | -20.1% | +25.6% | +4.7% |
| YTD | +10.3% | +36.1% | -25.8% | +4.8% |
| 1Y | +8.2% | +61.7% | -53.6% | +1.3% |
| All | +58.6% | +210.8% | -152.3% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling