+66.0%
GIS vs MTSI
+1,308.1%
-1,242.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -5.9% | -2.5% |
| 7D | -7.8% | +1.4% | -9.2% | -7.8% |
| 30D | +6.6% | +2.1% | +4.5% | +6.6% |
| 3M | +21.0% | -29.7% | +50.7% | +21.1% |
| 6M | -9.1% | +12.5% | -21.6% | -9.4% |
| YTD | -13.6% | +57.0% | -70.6% | -14.3% |
| 1Y | -18.0% | +103.9% | -121.9% | -19.1% |
| 3Y | -33.7% | +223.6% | -257.2% | -35.6% |
| 5Y | -19.4% | +321.6% | -341.0% | -22.9% |
| 10Y | -21.3% | +517.7% | -539.0% | -28.5% |
| All | +66.0% | +1,308.1% | -1,242.2% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling