-18.5%
GIS vs MTSI
+529.6%
-548.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.7% | -1.5% |
| 7D | -8.3% | +4.9% | -13.2% | -8.2% |
| 30D | +2.2% | -11.6% | +13.8% | +2.0% |
| 3M | +15.7% | -24.1% | +39.8% | +15.5% |
| 6M | -12.0% | +32.4% | -44.4% | -11.9% |
| YTD | -15.0% | +60.4% | -75.4% | -14.9% |
| 1Y | -20.1% | +111.0% | -131.1% | -20.1% |
| 3Y | -34.6% | +246.1% | -280.7% | -35.3% |
| 5Y | -22.8% | +340.3% | -363.2% | -24.4% |
| 10Y | -18.5% | +539.5% | -558.0% | -24.0% |
| All | -18.5% | +529.6% | -548.1% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling