-18.0%
GIS vs MTSI
+320.9%
-338.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -5.9% | -2.1% |
| 7D | -7.8% | +1.4% | -9.2% | -7.7% |
| 30D | +6.6% | +2.1% | +4.5% | +7.1% |
| 3M | +21.0% | -29.7% | +50.7% | +18.3% |
| 6M | -9.1% | +12.5% | -21.6% | -7.6% |
| YTD | -13.6% | +57.0% | -70.6% | -9.9% |
| 1Y | -18.0% | +103.9% | -121.9% | -12.7% |
| 3Y | -33.7% | +223.6% | -257.2% | -27.4% |
| All | -18.0% | +320.9% | -338.9% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling