+297.3%
GLW vs MTSI
+153.8%
+143.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -18.4% | +5.4% | -2.2% |
| 7D | -19.7% | -24.6% | +4.8% | -5.9% |
| 30D | -38.8% | -45.7% | +6.9% | -13.6% |
| 3M | -33.9% | -27.7% | -6.1% | -21.2% |
| 6M | -36.0% | -37.3% | +1.3% | -14.4% |
| YTD | +18.7% | +11.1% | +7.6% | +26.8% |
| 1Y | +19.8% | +27.2% | -7.4% | +21.9% |
| All | +297.3% | +153.8% | +143.5% | +210.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling