+294.7%
MTSI vs GFS
-3.9%
+298.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.3% |
| 7D | +4.9% | +2.6% | +2.2% | +3.5% |
| 30D | -11.6% | -16.4% | +4.8% | -3.0% |
| 3M | -24.1% | -41.6% | +17.5% | -0.2% |
| 6M | +32.4% | -3.7% | +36.1% | +36.2% |
| YTD | +60.4% | +29.3% | +31.1% | +41.9% |
| 1Y | +111.0% | +37.1% | +73.9% | +80.4% |
| 3Y | +246.1% | -22.1% | +268.3% | +264.6% |
| All | +294.7% | -3.9% | +298.6% | +279.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling