-30.7%
GEV vs MTSI
-31.6%
+0.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | -3.9% |
| 7D | -9.8% | -10.0% | +0.2% | -6.4% |
| 30D | -22.3% | -37.2% | +14.9% | -7.5% |
| 3M | -22.6% | -30.1% | +7.5% | -12.1% |
| 6M | -30.7% | -31.9% | +1.2% | -18.2% |
| All | -30.7% | -31.6% | +0.9% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling