+1,007.6%
GS vs MTSI
+1,308.1%
-300.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | -4.5% | -29.7% | +25.3% | +1.6% |
| 6M | +20.9% | +12.5% | +8.3% | +15.5% |
| YTD | +19.9% | +57.0% | -37.1% | +6.3% |
| 1Y | +41.4% | +103.9% | -62.5% | +17.9% |
| 3Y | +239.2% | +223.6% | +15.6% | +152.3% |
| 5Y | +185.0% | +321.6% | -136.5% | +97.6% |
| 10Y | +655.0% | +517.7% | +137.2% | +325.4% |
| All | +1,007.6% | +1,308.1% | -300.5% | +434.4% |
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 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