+206.9%
MTSI vs GME
-49.3%
+256.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.7% |
| 7D | +10.0% | +2.9% | +7.1% | +9.7% |
| 30D | -20.3% | -4.8% | -15.6% | -20.0% |
| 3M | -24.4% | +39.2% | -63.6% | -26.6% |
| 6M | -39.2% | +17.1% | -56.3% | -40.1% |
| YTD | +35.5% | +28.7% | +6.8% | +31.7% |
| 1Y | +43.0% | +23.3% | +19.7% | +39.5% |
| 3Y | +196.3% | +112.9% | +83.3% | +133.8% |
| All | +206.9% | -49.3% | +256.2% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling