+1,208.8%
MTSI vs GFI
+422.2%
+786.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.0% | +3.6% |
| 7D | +1.4% | +3.1% | -1.7% | +1.1% |
| 30D | +2.1% | +27.1% | -25.0% | -0.1% |
| 3M | -29.7% | +21.2% | -50.9% | -31.1% |
| 6M | +12.5% | -4.5% | +17.0% | +12.3% |
| YTD | +57.0% | +11.7% | +45.3% | +54.6% |
| 1Y | +103.9% | +46.0% | +57.9% | +96.6% |
| 3Y | +223.6% | +309.6% | -86.0% | +186.0% |
| 5Y | +321.6% | +506.0% | -184.5% | +256.0% |
| 10Y | +517.7% | +1,009.2% | -491.5% | +396.9% |
| All | +1,208.8% | +422.2% | +786.6% | +1,035.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling