+410.2%
GLW vs MTSI
+224.7%
+185.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +3.8% |
| 7D | +3.8% | +1.4% | +2.4% | +3.0% |
| 30D | -1.3% | +2.1% | -3.4% | -3.0% |
| 3M | -21.8% | -29.7% | +7.9% | -4.5% |
| 6M | +6.9% | +12.5% | -5.6% | +6.5% |
| YTD | +77.2% | +57.0% | +20.1% | +56.2% |
| 1Y | +123.2% | +103.9% | +19.3% | +79.2% |
| All | +410.2% | +224.7% | +185.5% | +240.7% |
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