+238.5%
MTSI vs GNRC
-56.2%
+294.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.7% | +3.6% | +7.6% |
| 7D | +7.2% | +2.5% | +4.7% | +7.0% |
| 30D | -18.4% | -11.2% | -7.3% | -13.8% |
| 3M | -16.7% | -10.1% | -6.6% | -12.5% |
| 6M | -31.7% | -28.5% | -3.2% | -21.8% |
| YTD | +45.9% | +42.3% | +3.6% | +30.9% |
| 1Y | +47.0% | +22.8% | +24.1% | +38.4% |
| 3Y | +224.1% | +87.3% | +136.7% | +158.1% |
| 5Y | +238.5% | -56.9% | +295.4% | +275.7% |
| All | +238.5% | -56.2% | +294.7% | +275.7% |
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 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