+120.4%
MTSI vs GPN
+1.2%
+119.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +3.7% |
| 7D | +11.1% | -6.2% | +17.3% | +10.1% |
| 30D | -3.7% | +1.0% | -4.7% | -3.6% |
| 3M | -20.2% | +36.9% | -57.1% | -18.4% |
| 6M | +30.8% | +16.8% | +14.0% | +32.3% |
| YTD | +67.0% | +13.2% | +53.8% | +69.1% |
| 1Y | +120.4% | +1.4% | +119.0% | +125.5% |
| All | +120.4% | +1.2% | +119.3% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling