+50.8%
GM vs MTSI
+183.3%
-132.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.8% | -14.4% | -5.9% |
| 7D | -1.4% | -10.0% | +8.6% | +0.2% |
| 30D | +6.4% | -37.2% | +43.6% | +16.8% |
| 3M | -0.7% | -30.1% | +29.4% | +4.9% |
| 6M | +9.9% | -31.9% | +41.8% | +14.2% |
| YTD | +6.7% | +23.2% | -16.5% | -9.9% |
| 1Y | +26.2% | +26.4% | -0.2% | +5.2% |
| 3Y | +205.0% | +186.2% | +18.9% | +64.1% |
| All | +50.8% | +183.3% | -132.5% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling