+246.1%
MTSI vs GNRC
+62.7%
+183.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +1.5% |
| 7D | +4.9% | +4.8% | 0.0% | +2.7% |
| 30D | -11.6% | -10.4% | -1.2% | -6.9% |
| 3M | -24.1% | -28.5% | +4.4% | -11.5% |
| 6M | +32.4% | -6.8% | +39.2% | +38.3% |
| YTD | +60.4% | +39.5% | +21.0% | +41.8% |
| 1Y | +111.0% | +3.4% | +107.6% | +108.3% |
| 3Y | +246.1% | +65.1% | +181.0% | +182.7% |
| All | +246.1% | +62.7% | +183.4% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling