+61.7%
MTSI vs GAP
+10.4%
+51.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.0% | -9.0% | -1.7% |
| 7D | -10.7% | +8.0% | -18.6% | -11.2% |
| 30D | -29.0% | +2.7% | -31.7% | -29.1% |
| 3M | -14.7% | +16.0% | -30.7% | -16.2% |
| 6M | -20.1% | +2.0% | -22.1% | -19.6% |
| YTD | +36.1% | -4.4% | +40.5% | +39.2% |
| 1Y | +61.7% | +9.2% | +52.6% | +65.9% |
| All | +61.7% | +10.4% | +51.3% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling