+104.3%
GD vs MTSI
+227.4%
-123.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | +3.0% | -10.7% | +13.6% | +3.7% |
| 30D | +10.5% | -29.0% | +39.5% | +12.8% |
| 3M | -5.0% | -14.7% | +9.7% | -4.7% |
| 6M | +5.5% | -20.1% | +25.6% | +5.1% |
| YTD | +10.3% | +36.1% | -25.8% | +3.2% |
| 1Y | +8.2% | +61.7% | -53.6% | -1.0% |
| 3Y | +59.0% | +210.7% | -151.6% | +29.2% |
| 5Y | +104.3% | +212.8% | -108.6% | +57.1% |
| All | +104.3% | +227.4% | -123.2% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling