+493.9%
GLW vs MTSI
+448.7%
+45.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | -1.1% |
| 7D | -13.9% | -10.0% | -3.9% | -11.0% |
| 30D | -35.0% | -37.2% | +2.2% | -24.3% |
| 3M | -32.4% | -30.1% | -2.3% | -23.7% |
| 6M | -41.3% | -31.9% | -9.4% | -32.2% |
| YTD | +21.8% | +23.2% | -1.3% | +20.3% |
| 1Y | +21.8% | +26.4% | -4.5% | +19.6% |
| 3Y | +307.7% | +186.2% | +121.5% | +217.1% |
| 5Y | +213.7% | +187.0% | +26.7% | +137.3% |
| All | +493.9% | +448.7% | +45.2% | +225.0% |
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