+61.7%
MTSI vs GPC
+6.5%
+55.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.8% |
| 7D | -10.7% | +4.1% | -14.8% | -10.2% |
| 30D | -29.0% | +0.1% | -29.1% | -28.9% |
| 3M | -14.7% | -3.9% | -10.8% | -14.7% |
| 6M | -20.1% | +24.4% | -44.5% | -22.4% |
| YTD | +36.1% | +5.7% | +30.4% | +29.2% |
| 1Y | +61.7% | +6.8% | +55.0% | +61.1% |
| All | +61.7% | +6.5% | +55.3% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling