+581.1%
MTSI vs GNRC
+425.3%
+155.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +5.0% |
| 7D | +11.1% | +3.2% | +7.9% | +9.5% |
| 30D | -3.7% | -9.5% | +5.8% | +0.8% |
| 3M | -20.2% | -28.5% | +8.3% | -7.2% |
| 6M | +30.8% | -10.0% | +40.8% | +37.0% |
| YTD | +67.0% | +36.7% | +30.3% | +44.4% |
| 1Y | +120.4% | +2.6% | +117.9% | +113.6% |
| 3Y | +260.4% | +61.9% | +198.5% | +172.3% |
| 5Y | +356.3% | -59.0% | +415.3% | +509.8% |
| 10Y | +581.1% | +444.8% | +136.3% | +105.4% |
| All | +581.1% | +425.3% | +155.8% | +105.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling