-30.4%
GIS vs MTSI
+183.3%
-213.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.8% | -13.4% | -1.4% |
| 7D | +3.6% | -10.0% | +13.5% | +2.7% |
| 30D | +13.9% | -37.2% | +51.1% | +9.5% |
| 3M | +0.3% | -30.1% | +30.4% | -2.1% |
| 6M | +5.0% | -31.9% | +36.9% | +2.8% |
| YTD | -18.4% | +23.2% | -41.5% | -16.1% |
| 1Y | -17.4% | +26.4% | -43.8% | -14.9% |
| 3Y | -36.9% | +186.2% | -223.1% | -31.7% |
| All | -30.4% | +183.3% | -213.7% | -26.2% |
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 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