+321.0%
GE vs MTSI
+896.6%
-575.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -18.4% | +13.9% | -1.0% |
| 7D | +0.5% | -24.6% | +25.1% | +5.7% |
| 30D | +1.7% | -45.7% | +47.4% | +13.1% |
| 3M | -17.3% | -27.7% | +10.4% | -13.8% |
| 6M | +10.1% | -37.3% | +47.4% | +16.3% |
| YTD | +2.6% | +11.1% | -8.5% | -4.0% |
| 1Y | +3.7% | +27.2% | -23.5% | -5.8% |
| 3Y | +268.3% | +153.7% | +114.6% | +187.1% |
| 5Y | +376.2% | +159.0% | +217.2% | +263.1% |
| 10Y | +156.4% | +405.6% | -249.2% | +54.4% |
| All | +321.0% | +896.6% | -575.6% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling