+396.4%
MTSI vs GGLL
+328.7%
+67.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.1% |
| 7D | +1.4% | -4.8% | +6.2% | +2.6% |
| 30D | +2.1% | -13.7% | +15.8% | +5.7% |
| 3M | -29.7% | -21.9% | -7.9% | -26.3% |
| 6M | +12.5% | +11.7% | +0.9% | +4.5% |
| YTD | +57.0% | +2.3% | +54.7% | +49.0% |
| 1Y | +103.9% | +76.2% | +27.7% | +63.2% |
| 3Y | +223.6% | +245.0% | -21.4% | +98.7% |
| All | +396.4% | +328.7% | +67.7% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling