+206.9%
MTSI vs GFI
+300.1%
-93.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +10.0% | -8.7% | +18.7% | +11.4% |
| 30D | -20.3% | +0.6% | -20.9% | -20.5% |
| 3M | -24.4% | -7.5% | -16.9% | -23.8% |
| 6M | -39.2% | -18.3% | -20.8% | -37.9% |
| YTD | +35.5% | -13.8% | +49.3% | +36.8% |
| 1Y | +43.0% | -8.8% | +51.9% | +43.5% |
| 3Y | +196.3% | +215.8% | -19.6% | +157.7% |
| All | +206.9% | +300.1% | -93.2% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling