+61.7%
MTSI vs GFS
+15.5%
+46.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | +2.8% |
| 7D | -10.7% | -12.5% | +1.9% | -2.7% |
| 30D | -29.0% | -16.9% | -12.1% | -20.0% |
| 3M | -14.7% | -22.3% | +7.6% | +0.4% |
| 6M | -20.1% | -40.2% | +20.1% | +10.5% |
| YTD | +36.1% | +16.0% | +20.1% | +42.3% |
| 1Y | +61.7% | +17.7% | +44.1% | +70.3% |
| All | +61.7% | +15.5% | +46.3% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling