+218.0%
MTSI vs GPN
-19.6%
+237.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -2.4% |
| 7D | -3.8% | +3.7% | -7.5% | -4.6% |
| 30D | -31.4% | +23.6% | -55.0% | -35.3% |
| 3M | -23.8% | +18.3% | -42.0% | -27.8% |
| 6M | -37.1% | +47.8% | -84.9% | -45.3% |
| YTD | +32.2% | +32.6% | -0.3% | +17.6% |
| 1Y | +26.9% | +36.0% | -9.0% | +11.6% |
| 3Y | +193.7% | -3.9% | +197.6% | +185.8% |
| 5Y | +218.0% | -19.4% | +237.4% | +221.6% |
| All | +218.0% | -19.6% | +237.6% | +221.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling