+451.3%
MTSI vs GME
+497.1%
-45.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.9% | +6.9% | +10.7% |
| 7D | -10.0% | +3.7% | -13.7% | -10.1% |
| 30D | -37.2% | +2.2% | -39.4% | -37.2% |
| 3M | -30.1% | +30.6% | -60.7% | -30.7% |
| 6M | -31.9% | -0.2% | -31.7% | -32.0% |
| YTD | +23.2% | +25.1% | -1.9% | +21.9% |
| 1Y | +26.4% | +17.7% | +8.7% | +25.4% |
| 3Y | +186.2% | +85.7% | +100.5% | +169.4% |
| 5Y | +187.0% | -52.9% | +239.9% | +175.3% |
| All | +451.3% | +497.1% | -45.9% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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