+889.6%
GS vs MTSI
+1,120.6%
-231.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +0.3% | -10.7% | +11.0% | +2.5% |
| 30D | +3.9% | -29.0% | +32.9% | +10.7% |
| 3M | -11.4% | -14.7% | +3.3% | -10.1% |
| 6M | +3.7% | -20.1% | +23.8% | +5.6% |
| YTD | +7.1% | +36.1% | -29.0% | -3.3% |
| 1Y | +19.7% | +61.7% | -42.1% | +3.8% |
| 3Y | +202.8% | +210.7% | -7.8% | +125.1% |
| 5Y | +156.7% | +212.8% | -56.1% | +86.4% |
| 10Y | +548.7% | +519.2% | +29.5% | +263.9% |
| All | +889.6% | +1,120.6% | -231.0% | +386.2% |
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