+87.9%
GM vs MTSI
+320.9%
-233.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | -0.1% |
| 7D | +1.9% | +1.4% | +0.6% | +1.6% |
| 30D | -1.4% | +2.1% | -3.5% | -3.0% |
| 3M | +5.9% | -29.7% | +35.6% | +14.5% |
| 6M | +12.4% | +12.5% | -0.1% | +3.6% |
| YTD | +8.6% | +57.0% | -48.4% | -11.1% |
| 1Y | +52.6% | +103.9% | -51.3% | +12.4% |
| 3Y | +169.7% | +223.6% | -53.9% | +49.5% |
| All | +87.9% | +320.9% | -233.0% | -14.9% |
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 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