-20.1%
GIS vs MTSI
+110.2%
-130.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.7% | -1.2% |
| 7D | -8.3% | +4.9% | -13.2% | -7.5% |
| 30D | +2.2% | -11.6% | +13.8% | +0.6% |
| 3M | +15.7% | -24.1% | +39.8% | +12.2% |
| 6M | -12.0% | +32.4% | -44.4% | -8.0% |
| YTD | -15.0% | +60.4% | -75.4% | -8.1% |
| 1Y | -20.1% | +111.0% | -131.1% | -9.1% |
| All | -20.1% | +110.2% | -130.4% | -9.1% |
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