+1,115.9%
MTSI vs GNRC
+1,031.5%
+84.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.7% | +3.6% | +7.5% |
| 7D | +7.2% | +2.5% | +4.7% | +7.0% |
| 30D | -18.4% | -11.2% | -7.3% | -13.4% |
| 3M | -16.7% | -10.1% | -6.6% | -12.2% |
| 6M | -31.7% | -28.5% | -3.2% | -20.9% |
| YTD | +45.9% | +42.3% | +3.6% | +27.0% |
| 1Y | +47.0% | +22.8% | +24.1% | +35.3% |
| 3Y | +224.1% | +87.3% | +136.7% | +142.8% |
| 5Y | +238.5% | -56.9% | +295.4% | +315.8% |
| 10Y | +512.7% | +384.9% | +127.8% | +181.5% |
| All | +1,115.9% | +1,031.5% | +84.4% | +381.0% |
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