+52.4%
GEV vs MTSI
+59.5%
-7.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.3% | -8.9% |
| 7D | -5.1% | -10.7% | +5.5% | -0.7% |
| 30D | -15.8% | -29.0% | +13.2% | -3.6% |
| 3M | -18.2% | -14.7% | -3.5% | -13.9% |
| 6M | -22.4% | -20.1% | -2.3% | -16.3% |
| YTD | +27.7% | +36.1% | -8.4% | +9.1% |
| 1Y | +52.4% | +61.7% | -9.4% | +22.2% |
| All | +52.4% | +59.5% | -7.2% | +22.2% |
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