+21.8%
GLW vs MTSI
+38.8%
-17.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | -5.8% |
| 7D | -13.9% | -10.0% | -3.9% | -7.7% |
| 30D | -35.0% | -37.2% | +2.2% | -7.4% |
| 3M | -32.4% | -30.1% | -2.3% | -12.5% |
| 6M | -41.3% | -31.9% | -9.4% | -19.6% |
| YTD | +21.8% | +23.2% | -1.3% | +14.5% |
| 1Y | +21.8% | +26.4% | -4.5% | +13.2% |
| All | +21.8% | +38.8% | -17.0% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling