-31.9%
MTSI vs GFS
-48.7%
+16.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +6.2% | +4.6% | +5.6% |
| 7D | -10.0% | -7.8% | -2.2% | -2.9% |
| 30D | -37.2% | -19.7% | -17.5% | -24.5% |
| 3M | -30.1% | -23.1% | -6.9% | -12.8% |
| 6M | -31.9% | -46.4% | +14.5% | +11.5% |
| All | -31.9% | -48.7% | +16.8% | +11.5% |
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