+213.7%
MTSI vs GFS
-16.8%
+230.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +29.1% | +17.2% | +11.9% | +18.1% |
| 30D | -20.4% | -8.7% | -11.7% | -15.0% |
| 3M | -20.9% | -19.7% | -1.3% | -9.2% |
| 6M | -32.3% | -40.7% | +8.4% | -8.7% |
| YTD | +43.5% | +22.5% | +21.0% | +33.1% |
| 1Y | +43.8% | +25.2% | +18.6% | +32.0% |
| All | +213.7% | -16.8% | +230.5% | +224.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling