+1,005.2%
MTSI vs GH
+443.7%
+561.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.5% | +11.2% |
| 7D | -10.0% | -15.6% | +5.6% | -6.0% |
| 30D | -37.2% | -10.4% | -26.8% | -35.2% |
| 3M | -30.1% | -4.3% | -25.8% | -29.4% |
| 6M | -31.9% | +63.5% | -95.4% | -40.0% |
| YTD | +23.2% | +47.7% | -24.5% | +9.9% |
| 1Y | +26.4% | +56.7% | -30.4% | +11.1% |
| 3Y | +186.2% | +443.9% | -257.7% | +69.0% |
| 5Y | +187.0% | +36.9% | +150.1% | +118.6% |
| All | +1,005.2% | +443.7% | +561.5% | +481.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling