+61.7%
MTSI vs GNRC
+17.5%
+44.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.5% | +8.5% | +4.2% |
| 7D | -10.7% | -6.0% | -4.7% | -7.9% |
| 30D | -29.0% | -12.0% | -17.0% | -23.7% |
| 3M | -14.7% | -13.4% | -1.3% | -7.8% |
| 6M | -20.1% | -26.4% | +6.3% | -5.0% |
| YTD | +36.1% | +38.8% | -2.7% | +31.2% |
| 1Y | +61.7% | +20.9% | +40.8% | +65.4% |
| All | +61.7% | +17.5% | +44.2% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling