+620.7%
GEV vs MTSI
+179.8%
+440.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -1.8% |
| 7D | +3.3% | +1.4% | +1.9% | +2.5% |
| 30D | -7.5% | +2.1% | -9.6% | -9.9% |
| 3M | -2.2% | -29.7% | +27.6% | +15.8% |
| 6M | +12.1% | +12.5% | -0.4% | -1.4% |
| YTD | +44.4% | +57.0% | -12.6% | +2.3% |
| 1Y | +57.7% | +103.9% | -46.3% | -7.1% |
| All | +620.7% | +179.8% | +440.9% | +250.0% |
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