+1,208.8%
MTSI vs GME
+381.2%
+827.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.5% |
| 7D | +1.4% | +7.2% | -5.8% | +1.1% |
| 30D | +2.1% | +0.8% | +1.3% | +2.1% |
| 3M | -29.7% | -14.0% | -15.8% | -29.3% |
| 6M | +12.5% | -19.7% | +32.3% | +13.4% |
| YTD | +57.0% | -4.6% | +61.6% | +56.9% |
| 1Y | +103.9% | -14.3% | +118.3% | +104.7% |
| 3Y | +223.6% | +4.0% | +219.6% | +208.1% |
| 5Y | +321.6% | -62.2% | +383.8% | +306.4% |
| 10Y | +517.7% | +241.4% | +276.3% | +259.3% |
| All | +1,208.8% | +381.2% | +827.6% | +554.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling