+1,086.4%
MTSI vs GH
+459.8%
+626.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.0% |
| 7D | -3.8% | -11.2% | +7.4% | -0.7% |
| 30D | -31.4% | -7.2% | -24.1% | -29.8% |
| 3M | -23.8% | -7.1% | -16.7% | -22.5% |
| 6M | -37.1% | +62.3% | -99.4% | -44.5% |
| YTD | +32.2% | +52.1% | -19.9% | +17.2% |
| 1Y | +26.9% | +58.6% | -31.7% | +11.3% |
| 3Y | +193.7% | +619.9% | -426.1% | +62.0% |
| 5Y | +218.0% | +49.7% | +168.3% | +136.7% |
| All | +1,086.4% | +459.8% | +626.6% | +520.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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