+521.8%
GLW vs MTSI
+454.4%
+67.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.8% |
| 7D | -11.1% | -3.8% | -7.3% | -9.9% |
| 30D | -28.4% | -31.4% | +2.9% | -19.1% |
| 3M | -28.8% | -23.8% | -5.0% | -21.9% |
| 6M | -39.8% | -37.1% | -2.7% | -29.0% |
| YTD | +28.7% | +32.2% | -3.5% | +24.2% |
| 1Y | +27.7% | +26.9% | +0.8% | +24.6% |
| 3Y | +331.3% | +193.7% | +137.6% | +231.3% |
| 5Y | +233.4% | +218.0% | +15.4% | +144.7% |
| 10Y | +521.8% | +477.8% | +44.0% | +227.4% |
| All | +521.8% | +454.4% | +67.3% | +227.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling