+231.9%
MTSI vs GPC
-1.1%
+232.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +3.3% |
| 7D | +1.4% | +1.2% | +0.2% | +1.2% |
| 30D | +2.1% | +6.0% | -3.9% | +1.2% |
| 3M | -29.7% | +42.6% | -72.4% | -35.1% |
| 6M | +12.5% | +22.8% | -10.2% | +7.3% |
| YTD | +57.0% | +15.5% | +41.6% | +50.2% |
| 1Y | +103.9% | +2.0% | +101.9% | +101.0% |
| All | +231.9% | -1.1% | +232.9% | +211.6% |
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