+354.8%
GM vs MTSI
+1,308.1%
-953.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | +5.9% | -29.7% | +35.6% | +12.2% |
| 6M | +12.4% | +12.5% | -0.1% | +6.6% |
| YTD | +8.6% | +57.0% | -48.4% | -4.8% |
| 1Y | +52.6% | +103.9% | -51.3% | +25.2% |
| 3Y | +169.7% | +223.6% | -53.9% | +93.3% |
| 5Y | +87.5% | +321.6% | -234.0% | +25.5% |
| 10Y | +233.0% | +517.7% | -284.7% | +81.6% |
| All | +354.8% | +1,308.1% | -953.4% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling