+1,339.5%
MTSI vs GH
+480.1%
+859.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | +4.9% | -2.1% | +7.0% | +5.4% |
| 30D | -11.6% | -4.5% | -7.1% | -10.7% |
| 3M | -24.1% | +28.9% | -53.0% | -29.0% |
| 6M | +32.4% | +76.5% | -44.1% | +14.2% |
| YTD | +60.4% | +57.6% | +2.8% | +41.0% |
| 1Y | +111.0% | +167.5% | -56.6% | +60.8% |
| 3Y | +246.1% | +377.4% | -131.3% | +111.2% |
| 5Y | +340.3% | +23.8% | +316.5% | +243.4% |
| All | +1,339.5% | +480.1% | +859.4% | +646.6% |
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