+246.1%
MTSI vs GFI
+317.3%
-71.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +4.9% | +5.7% | -0.8% | +3.9% |
| 30D | -11.6% | +15.6% | -27.2% | -13.8% |
| 3M | -24.1% | +31.5% | -55.6% | -27.8% |
| 6M | +32.4% | -3.7% | +36.1% | +31.2% |
| YTD | +60.4% | +11.2% | +49.2% | +55.9% |
| 1Y | +111.0% | +36.4% | +74.6% | +100.5% |
| 3Y | +246.1% | +313.5% | -67.4% | +192.6% |
| All | +246.1% | +317.3% | -71.1% | +192.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling