+206.3%
GS vs MTSI
+210.8%
-4.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +0.3% | -10.7% | +11.0% | +2.9% |
| 30D | +3.9% | -29.0% | +32.9% | +12.0% |
| 3M | -11.4% | -14.7% | +3.3% | -10.1% |
| 6M | +3.7% | -20.1% | +23.8% | +5.1% |
| YTD | +7.1% | +36.1% | -29.0% | -8.6% |
| 1Y | +19.7% | +61.7% | -42.1% | -3.8% |
| All | +206.3% | +210.8% | -4.5% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling