-37.1%
MTSI vs GFS
-46.0%
+8.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.9% | +4.1% | +4.8% |
| 7D | +3.5% | -3.1% | +6.7% | +7.2% |
| 30D | -30.3% | -16.0% | -14.3% | -19.0% |
| 3M | -26.0% | -24.7% | -1.3% | -6.5% |
| All | -37.1% | -46.0% | +8.9% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling