+581.1%
MTSI vs GFI
+1,023.9%
-442.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.5% | +4.2% |
| 7D | +11.1% | +4.7% | +6.4% | +10.5% |
| 30D | -3.7% | +14.4% | -18.1% | -5.2% |
| 3M | -20.2% | +32.5% | -52.8% | -23.0% |
| 6M | +30.8% | -7.2% | +38.0% | +30.8% |
| YTD | +67.0% | +10.9% | +56.2% | +63.7% |
| 1Y | +120.4% | +35.5% | +85.0% | +111.4% |
| 3Y | +260.4% | +312.1% | -51.7% | +205.1% |
| 5Y | +356.3% | +524.6% | -168.3% | +260.4% |
| 10Y | +581.1% | +1,092.7% | -511.7% | +399.1% |
| All | +581.1% | +1,023.9% | -442.8% | +399.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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