-17.4%
GIS vs MTSI
+59.5%
-76.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.0% |
| 7D | +8.5% | -10.7% | +19.1% | +6.4% |
| 30D | +15.3% | -29.0% | +44.3% | +9.9% |
| 3M | +0.9% | -14.7% | +15.6% | -0.2% |
| 6M | +7.9% | -20.1% | +28.0% | +5.3% |
| YTD | -17.6% | +36.1% | -53.7% | -13.1% |
| 1Y | -17.4% | +61.7% | -79.1% | -10.2% |
| All | -17.4% | +59.5% | -76.9% | -10.2% |
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