+390.5%
GE vs MTSI
+183.3%
+207.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.1% | -0.1% |
| 7D | +7.1% | -10.0% | +17.1% | +9.3% |
| 30D | +6.5% | -37.2% | +43.7% | +18.5% |
| 3M | -13.6% | -30.1% | +16.5% | -7.6% |
| 6M | +6.0% | -31.9% | +37.9% | +10.9% |
| YTD | +5.4% | +23.2% | -17.8% | -10.4% |
| 1Y | +6.5% | +26.4% | -19.9% | -10.7% |
| 3Y | +268.6% | +186.2% | +82.4% | +118.1% |
| All | +390.5% | +183.3% | +207.2% | +160.9% |
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 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