+210.1%
MTSI vs GPC
+7.9%
+202.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.3% | +6.7% | +8.3% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | -30.3% | -1.1% | -29.2% | -30.3% |
| 3M | -26.0% | -6.6% | -19.4% | -24.8% |
| 6M | -36.1% | +22.2% | -58.3% | -41.9% |
| YTD | +34.3% | +5.1% | +29.2% | +27.3% |
| 1Y | +35.3% | +2.8% | +32.5% | +29.2% |
| 3Y | +217.6% | +2.4% | +215.3% | +183.2% |
| 5Y | +210.1% | +7.8% | +202.3% | +141.7% |
| All | +210.1% | +7.9% | +202.2% | +141.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling