+43.0%
MTSI vs GGLL
-11.0%
+54.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -5.2% |
| 7D | +10.0% | +7.7% | +2.3% | +8.5% |
| 30D | -20.3% | -30.2% | +9.9% | -16.0% |
| 3M | -24.4% | -31.3% | +6.8% | -20.3% |
| 6M | -39.2% | -52.1% | +12.9% | -30.6% |
| YTD | +35.5% | -25.9% | +61.3% | +33.2% |
| 1Y | +43.0% | -8.5% | +51.5% | +33.2% |
| All | +43.0% | -11.0% | +54.1% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling