+249.1%
GM vs MTSI
+512.4%
-263.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.0% | -5.0% | +2.2% |
| 7D | -0.3% | +3.5% | -3.8% | -1.7% |
| 30D | +8.4% | -30.3% | +38.7% | +15.3% |
| 3M | +2.6% | -26.0% | +28.6% | +6.6% |
| 6M | +14.3% | -36.1% | +50.3% | +20.8% |
| YTD | +11.0% | +34.3% | -23.3% | -2.9% |
| 1Y | +27.8% | +35.3% | -7.5% | +11.3% |
| 3Y | +246.7% | +217.6% | +29.0% | +134.8% |
| 5Y | +59.6% | +210.1% | -150.5% | +6.4% |
| 10Y | +249.1% | +471.4% | -222.3% | +84.7% |
| All | +249.1% | +512.4% | -263.2% | +84.7% |
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 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