+10.9%
GE vs MTSI
+41.9%
-31.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.3% | -8.9% | +0.1% |
| 7D | +4.0% | +7.2% | -3.1% | +2.7% |
| 30D | +11.1% | -18.4% | +29.5% | +12.9% |
| 3M | -6.7% | -16.7% | +10.0% | -6.1% |
| 6M | +14.3% | -31.7% | +46.0% | +17.1% |
| YTD | +11.7% | +45.9% | -34.1% | -4.4% |
| 1Y | +10.9% | +47.0% | -36.1% | -8.6% |
| All | +10.9% | +41.9% | -31.0% | -8.6% |
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 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