+1,308.9%
MTSI vs GH
+481.7%
+827.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.4% |
| 7D | +1.4% | -0.1% | +1.4% | +1.4% |
| 30D | +2.1% | -1.1% | +3.2% | +2.2% |
| 3M | -29.7% | +21.3% | -51.0% | -33.3% |
| 6M | +12.5% | +73.5% | -61.0% | -2.6% |
| YTD | +57.0% | +58.0% | -1.0% | +37.9% |
| 1Y | +103.9% | +163.1% | -59.1% | +56.1% |
| 3Y | +223.6% | +361.0% | -137.5% | +99.1% |
| 5Y | +321.6% | +22.5% | +299.0% | +229.8% |
| All | +1,308.9% | +481.7% | +827.2% | +630.3% |
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