+206.9%
MTSI vs GFS
-25.2%
+232.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -4.1% |
| 7D | +10.0% | +7.4% | +2.6% | +6.2% |
| 30D | -20.3% | -15.3% | -5.1% | -11.6% |
| 3M | -24.4% | -21.1% | -3.3% | -12.9% |
| 6M | -39.2% | -44.5% | +5.3% | -16.4% |
| YTD | +35.5% | +19.2% | +16.3% | +26.6% |
| 1Y | +43.0% | +27.2% | +15.8% | +29.4% |
| 3Y | +196.3% | -20.1% | +216.4% | +215.6% |
| All | +206.9% | -25.2% | +232.1% | +225.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling