+231.1%
GM vs MTSI
+561.3%
-330.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.4% | +2.2% | -4.7% | -3.0% |
| 30D | -1.1% | -11.5% | +10.4% | +1.1% |
| 3M | +6.1% | -26.6% | +32.8% | +11.8% |
| 6M | +15.0% | +23.5% | -8.6% | +6.2% |
| YTD | +6.0% | +60.5% | -54.5% | -8.8% |
| 1Y | +47.1% | +109.7% | -62.6% | +17.7% |
| 3Y | +170.5% | +247.8% | -77.3% | +84.3% |
| 5Y | +80.5% | +328.4% | -247.9% | +15.3% |
| All | +231.1% | +561.3% | -330.2% | +64.8% |
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