-18.0%
GIS vs MTSI
+512.4%
-530.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.0% | -10.8% | -1.5% |
| 7D | +0.4% | +3.5% | -3.1% | +0.6% |
| 30D | +10.1% | -30.3% | +40.4% | +9.5% |
| 3M | -3.7% | -26.0% | +22.4% | -4.0% |
| 6M | +4.3% | -36.1% | +40.4% | +3.9% |
| YTD | -19.8% | +34.3% | -54.1% | -19.8% |
| 1Y | -20.5% | +35.3% | -55.7% | -20.5% |
| 3Y | -38.3% | +217.6% | -256.0% | -39.1% |
| 5Y | -32.2% | +210.1% | -242.3% | -33.2% |
| 10Y | -18.0% | +471.4% | -489.4% | -25.4% |
| All | -18.0% | +512.4% | -530.3% | -25.4% |
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