+229.5%
GM vs MTSI
+203.6%
+25.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.3% |
| 7D | -0.2% | +10.0% | -10.2% | -1.3% |
| 30D | +3.6% | -20.3% | +23.9% | +5.7% |
| 3M | -0.2% | -24.4% | +24.2% | +2.0% |
| 6M | +13.9% | -39.2% | +53.1% | +19.9% |
| YTD | +6.5% | +35.5% | -29.0% | -4.1% |
| 1Y | +20.7% | +43.0% | -22.4% | +7.3% |
| 3Y | +229.5% | +196.3% | +33.2% | +123.2% |
| All | +229.5% | +203.6% | +25.9% | +123.2% |
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