+70.9%
MTSI vs GLXY
-41.9%
+112.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.2% | +5.6% | +9.5% |
| 7D | -10.0% | -14.6% | +4.6% | -6.7% |
| 30D | -37.2% | -36.2% | -1.0% | -30.5% |
| 3M | -30.1% | -30.1% | 0.0% | -24.6% |
| 6M | -31.9% | -56.1% | +24.2% | -20.9% |
| YTD | +23.2% | -38.9% | +62.1% | +32.9% |
| 1Y | +26.4% | -55.0% | +81.4% | +41.8% |
| All | +70.9% | -41.9% | +112.8% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 3y: compounded portfolio wealth divided by compounded GLXY 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…
3y analysis · Full analysis span regression · 6 months rolling