+289.4%
MTSI vs GGLL
+188.6%
+100.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.4% | +9.4% | +10.5% |
| 7D | -10.0% | +3.1% | -13.1% | -10.5% |
| 30D | -37.2% | -36.3% | -0.9% | -29.8% |
| 3M | -30.1% | -40.4% | +10.3% | -21.2% |
| 6M | -31.9% | -54.6% | +22.7% | -18.6% |
| YTD | +23.2% | -31.1% | +54.3% | +28.1% |
| 1Y | +26.4% | -19.2% | +45.6% | +24.5% |
| 3Y | +186.2% | +151.5% | +34.6% | +89.1% |
| All | +289.4% | +188.6% | +100.8% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling