+37.8%
GEV vs MTSI
+30.7%
+7.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.2% |
| 7D | -13.2% | -3.8% | -9.4% | -12.3% |
| 30D | -20.6% | -31.4% | +10.8% | -7.7% |
| 3M | -19.5% | -23.8% | +4.2% | -11.1% |
| 6M | -23.3% | -37.1% | +13.8% | -9.0% |
| YTD | +22.2% | +32.2% | -10.0% | -2.3% |
| 1Y | +37.8% | +26.9% | +10.9% | +12.7% |
| All | +37.8% | +30.7% | +7.1% | +12.7% |
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 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