+9.7%
GE vs MTSI
+35.9%
-26.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +1.0% |
| 7D | +2.7% | +10.0% | -7.3% | +1.3% |
| 30D | +8.1% | -20.3% | +28.4% | +10.2% |
| 3M | -7.9% | -24.4% | +16.6% | -6.0% |
| 6M | +12.9% | -39.2% | +52.1% | +17.8% |
| YTD | +8.2% | +35.5% | -27.3% | -6.3% |
| 1Y | +9.7% | +43.0% | -33.4% | -5.9% |
| All | +9.7% | +35.9% | -26.2% | -5.9% |
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