+526.0%
GLW vs MTSI
+465.0%
+60.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -2.4% |
| 7D | +7.7% | +10.0% | -2.2% | +4.4% |
| 30D | -18.8% | -20.3% | +1.5% | -12.7% |
| 3M | -27.7% | -24.4% | -3.3% | -20.6% |
| 6M | -44.4% | -39.2% | -5.3% | -33.9% |
| YTD | +31.3% | +35.5% | -4.2% | +25.6% |
| 1Y | +40.0% | +43.0% | -3.0% | +32.2% |
| 3Y | +339.2% | +196.3% | +143.0% | +235.9% |
| 5Y | +229.2% | +210.0% | +19.1% | +142.3% |
| All | +526.0% | +465.0% | +60.9% | +228.9% |
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