+340.3%
MTSI vs GNRC
-57.1%
+397.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +1.6% |
| 7D | +4.9% | +4.8% | 0.0% | +3.1% |
| 30D | -11.6% | -10.4% | -1.2% | -7.8% |
| 3M | -24.1% | -28.5% | +4.4% | -13.9% |
| 6M | +32.4% | -6.8% | +39.2% | +36.8% |
| YTD | +60.4% | +39.5% | +21.0% | +43.9% |
| 1Y | +111.0% | +3.4% | +107.6% | +107.6% |
| 3Y | +246.1% | +65.1% | +181.0% | +183.3% |
| 5Y | +340.3% | -57.1% | +397.4% | +411.9% |
| All | +340.3% | -57.1% | +397.4% | +411.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling