+186.2%
MTSI vs GPC
+1.0%
+185.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.3% | +12.2% | +11.0% |
| 7D | -10.0% | +1.6% | -11.6% | -10.1% |
| 30D | -37.2% | -2.1% | -35.1% | -37.2% |
| 3M | -30.1% | -6.8% | -23.3% | -29.6% |
| 6M | -31.9% | +18.6% | -50.5% | -35.1% |
| YTD | +23.2% | +2.7% | +20.5% | +19.6% |
| 1Y | +26.4% | +1.8% | +24.6% | +22.9% |
| 3Y | +186.2% | +1.1% | +185.1% | +154.9% |
| All | +186.2% | +1.0% | +185.2% | +154.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling