+1,208.8%
MTSI vs GPC
+230.0%
+978.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +2.9% |
| 7D | +1.4% | +1.2% | +0.2% | +0.8% |
| 30D | +2.1% | +6.0% | -3.9% | -1.0% |
| 3M | -29.7% | +42.6% | -72.4% | -43.2% |
| 6M | +12.5% | +22.8% | -10.2% | -1.7% |
| YTD | +57.0% | +15.5% | +41.6% | +39.6% |
| 1Y | +103.9% | +2.0% | +101.9% | +93.7% |
| 3Y | +223.6% | -1.4% | +225.0% | +195.7% |
| 5Y | +321.6% | +30.6% | +291.0% | +218.4% |
| 10Y | +517.7% | +80.6% | +437.1% | +261.1% |
| All | +1,208.8% | +230.0% | +978.8% | +427.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling