+451.3%
MTSI vs GAP
+15.9%
+435.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.1% | +15.0% | +11.9% |
| 7D | -10.0% | -3.8% | -6.2% | -9.1% |
| 30D | -37.2% | -9.0% | -28.2% | -35.8% |
| 3M | -30.1% | +5.5% | -35.5% | -31.7% |
| 6M | -31.9% | -11.1% | -20.8% | -31.0% |
| YTD | +23.2% | -13.6% | +36.7% | +24.8% |
| 1Y | +26.4% | -2.9% | +29.2% | +23.8% |
| 3Y | +186.2% | +69.6% | +116.5% | +125.5% |
| 5Y | +187.0% | +5.4% | +181.7% | +139.1% |
| All | +451.3% | +15.9% | +435.4% | +294.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling