+451.3%
MTSI vs GPC
+85.6%
+365.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.3% | +12.2% | +11.4% |
| 7D | -10.0% | +1.6% | -11.6% | -10.7% |
| 30D | -37.2% | -2.1% | -35.1% | -37.1% |
| 3M | -30.1% | -6.8% | -23.3% | -28.4% |
| 6M | -31.9% | +18.6% | -50.5% | -39.5% |
| YTD | +23.2% | +2.7% | +20.5% | +15.7% |
| 1Y | +26.4% | +1.8% | +24.6% | +18.9% |
| 3Y | +186.2% | +1.1% | +185.1% | +154.3% |
| 5Y | +187.0% | +4.1% | +183.0% | +146.6% |
| All | +451.3% | +85.6% | +365.7% | +272.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling