+654.3%
GS vs MTSI
+514.0%
+140.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.7% |
| 7D | +0.9% | +1.4% | -0.4% | +0.6% |
| 30D | -1.6% | +2.1% | -3.7% | -2.7% |
| 3M | -4.5% | -29.7% | +25.3% | +2.0% |
| 6M | +20.9% | +12.5% | +8.3% | +15.0% |
| YTD | +19.9% | +57.0% | -37.1% | +5.3% |
| 1Y | +41.4% | +103.9% | -62.5% | +16.3% |
| 3Y | +239.2% | +223.6% | +15.6% | +146.6% |
| 5Y | +185.0% | +321.6% | -136.5% | +92.1% |
| All | +654.3% | +514.0% | +140.2% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling