+286.3%
MTSI vs GFS
-3.7%
+289.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +1.9% | +2.7% |
| 7D | +1.4% | +1.0% | +0.4% | +0.9% |
| 30D | +2.1% | -8.6% | +10.7% | +7.2% |
| 3M | -29.7% | -46.5% | +16.8% | -3.6% |
| 6M | +12.5% | -4.8% | +17.4% | +16.4% |
| YTD | +57.0% | +29.7% | +27.4% | +38.7% |
| 1Y | +103.9% | +35.8% | +68.1% | +75.1% |
| 3Y | +223.6% | -18.3% | +241.9% | +233.3% |
| All | +286.3% | -3.7% | +289.9% | +271.3% |
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 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