+1,461.1%
GLW vs MTSI
+1,308.1%
+153.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +4.7% |
| 7D | +3.8% | +1.4% | +2.4% | +3.4% |
| 30D | -1.3% | +2.1% | -3.4% | -2.0% |
| 3M | -21.8% | -29.7% | +7.9% | -12.8% |
| 6M | +6.9% | +12.5% | -5.6% | +6.4% |
| YTD | +77.2% | +57.0% | +20.1% | +62.8% |
| 1Y | +123.2% | +103.9% | +19.3% | +92.7% |
| 3Y | +400.0% | +223.6% | +176.4% | +280.7% |
| 5Y | +342.8% | +321.6% | +21.3% | +212.1% |
| 10Y | +771.4% | +517.7% | +253.7% | +394.2% |
| All | +1,461.1% | +1,308.1% | +153.0% | +649.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling