+27.3%
GM vs MTSI
+32.8%
-5.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.0% | -5.0% | +3.8% |
| 7D | -0.3% | +3.5% | -3.8% | -0.4% |
| 30D | +8.4% | -30.3% | +38.7% | +9.7% |
| 3M | +2.6% | -26.0% | +28.6% | +3.7% |
| 6M | +14.3% | -36.1% | +50.3% | +17.6% |
| YTD | +11.0% | +34.3% | -23.3% | +8.8% |
| All | +27.3% | +32.8% | -5.5% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling