+177.7%
GM vs MTSI
+231.8%
-54.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | +0.3% |
| 7D | +1.9% | +1.4% | +0.6% | +1.7% |
| 30D | -1.4% | +2.1% | -3.5% | -2.3% |
| 3M | +5.9% | -29.7% | +35.6% | +11.2% |
| 6M | +12.4% | +12.5% | -0.1% | +7.4% |
| YTD | +8.6% | +57.0% | -48.4% | -3.1% |
| 1Y | +52.6% | +103.9% | -51.3% | +27.7% |
| All | +177.7% | +231.8% | -54.2% | +93.2% |
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