+228.3%
MTSI vs GH
+47.1%
+181.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +29.1% | +0.9% | +28.2% | +28.9% |
| 30D | -20.4% | -4.5% | -15.9% | -19.2% |
| 3M | -20.9% | -6.2% | -14.7% | -19.8% |
| 6M | -32.3% | +55.0% | -87.2% | -38.8% |
| YTD | +43.5% | +51.6% | -8.1% | +28.9% |
| 1Y | +43.8% | +58.3% | -14.5% | +28.0% |
| 3Y | +218.8% | +617.6% | -398.9% | +86.6% |
| 5Y | +228.3% | +49.2% | +179.1% | +153.5% |
| All | +228.3% | +47.1% | +181.3% | +153.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling