+233.8%
MTSI vs GAP
+5.0%
+228.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.0% | +12.3% | +10.8% |
| 7D | +7.2% | -9.3% | +16.5% | +9.9% |
| 30D | -18.4% | -5.5% | -13.0% | -17.5% |
| 3M | -16.7% | +3.5% | -20.2% | -18.0% |
| 6M | -31.7% | +0.7% | -32.4% | -32.8% |
| YTD | +45.9% | -13.4% | +59.2% | +47.9% |
| 1Y | +47.0% | -7.7% | +54.6% | +46.0% |
| 3Y | +224.1% | +74.4% | +149.6% | +156.2% |
| All | +233.8% | +5.0% | +228.9% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling