+1,208.8%
MTSI vs GPN
+276.8%
+932.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.1% |
| 7D | +1.4% | +0.8% | +0.6% | +0.9% |
| 30D | +2.1% | +5.8% | -3.7% | -1.2% |
| 3M | -29.7% | +37.0% | -66.7% | -41.3% |
| 6M | +12.5% | +20.1% | -7.6% | -1.0% |
| YTD | +57.0% | +20.4% | +36.6% | +35.1% |
| 1Y | +103.9% | +7.4% | +96.5% | +84.5% |
| 3Y | +223.6% | -26.1% | +249.7% | +244.8% |
| 5Y | +321.6% | -38.5% | +360.1% | +370.6% |
| 10Y | +517.7% | +28.4% | +489.3% | +337.6% |
| All | +1,208.8% | +276.8% | +932.0% | +365.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling