+324.5%
MTSI vs GGLL
+195.8%
+128.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.5% | +6.5% | +8.4% |
| 7D | +3.5% | +6.3% | -2.8% | +2.1% |
| 30D | -30.3% | -35.1% | +4.8% | -22.5% |
| 3M | -26.0% | -37.7% | +11.7% | -17.5% |
| 6M | -36.1% | -54.1% | +18.0% | -23.8% |
| YTD | +34.3% | -29.4% | +63.7% | +38.8% |
| 1Y | +35.3% | -13.4% | +48.7% | +30.8% |
| 3Y | +217.6% | +158.3% | +59.3% | +108.5% |
| All | +324.5% | +195.8% | +128.7% | +173.1% |
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