+340.3%
MTSI vs GPN
-41.5%
+381.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.5% | +3.1% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | -11.6% | +3.8% | -15.4% | -12.8% |
| 3M | -24.1% | +39.2% | -63.2% | -32.3% |
| 6M | +32.4% | +17.9% | +14.6% | +23.5% |
| YTD | +60.4% | +16.4% | +44.1% | +48.8% |
| 1Y | +111.0% | +3.6% | +107.3% | +103.1% |
| 3Y | +246.1% | -26.7% | +272.8% | +270.3% |
| 5Y | +340.3% | -44.8% | +385.1% | +387.8% |
| All | +340.3% | -41.5% | +381.8% | +387.8% |
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