+448.8%
GS vs MTSI
+479.2%
-30.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.8% |
| 7D | +1.6% | -3.8% | +5.4% | +2.0% |
| 30D | +1.7% | -31.4% | +33.0% | +9.2% |
| 3M | -11.6% | -23.8% | +12.2% | -8.0% |
| 6M | -1.9% | -37.1% | +35.2% | +5.2% |
| YTD | +5.1% | +32.2% | -27.2% | -5.7% |
| 1Y | +16.4% | +26.9% | -10.5% | +5.3% |
| 3Y | +199.0% | +193.7% | +5.2% | +118.9% |
| 5Y | +157.4% | +218.0% | -60.6% | +81.0% |
| All | +448.8% | +479.2% | -30.4% | +201.6% |
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