+539.5%
MTSI vs GME
+237.1%
+302.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.2% |
| 7D | +4.9% | +0.4% | +4.5% | +4.9% |
| 30D | -11.6% | -1.4% | -10.2% | -11.5% |
| 3M | -24.1% | -15.1% | -8.9% | -23.6% |
| 6M | +32.4% | -22.5% | +54.9% | +33.5% |
| YTD | +60.4% | -5.9% | +66.4% | +60.4% |
| 1Y | +111.0% | -18.6% | +129.6% | +112.1% |
| 3Y | +246.1% | +6.7% | +239.5% | +231.8% |
| 5Y | +340.3% | -62.0% | +402.3% | +326.1% |
| 10Y | +539.5% | +239.5% | +300.1% | +298.9% |
| All | +539.5% | +237.1% | +302.4% | +298.9% |
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