+1,208.8%
MTSI vs GNRC
+992.7%
+216.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.5% |
| 7D | +1.4% | +1.9% | -0.5% | +0.6% |
| 30D | +2.1% | -13.8% | +15.9% | +8.4% |
| 3M | -29.7% | -32.6% | +2.9% | -17.2% |
| 6M | +12.5% | -15.2% | +27.7% | +20.5% |
| YTD | +57.0% | +37.4% | +19.6% | +37.6% |
| 1Y | +103.9% | +5.1% | +98.8% | +96.6% |
| 3Y | +223.6% | +57.5% | +166.1% | +155.6% |
| 5Y | +321.6% | -58.7% | +380.3% | +419.9% |
| 10Y | +517.7% | +395.5% | +122.2% | +180.3% |
| All | +1,208.8% | +992.7% | +216.0% | +420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling