-22.5%
GIS vs MTSI
+35.9%
-58.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.0% | +1.4% |
| 7D | -3.4% | +10.0% | -13.3% | -1.4% |
| 30D | +6.9% | -20.3% | +27.2% | +4.3% |
| 3M | -10.1% | -24.4% | +14.3% | -12.2% |
| 6M | +5.9% | -39.2% | +45.0% | +1.1% |
| YTD | -21.1% | +35.5% | -56.6% | -16.5% |
| 1Y | -22.5% | +43.0% | -65.5% | -17.2% |
| All | -22.5% | +35.9% | -58.4% | -17.2% |
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