+1,115.9%
MTSI vs GPN
+309.3%
+806.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.3% | +11.7% | +10.9% |
| 7D | +7.2% | +4.3% | +2.9% | +5.2% |
| 30D | -18.4% | +22.1% | -40.6% | -26.9% |
| 3M | -16.7% | +17.1% | -33.8% | -24.8% |
| 6M | -31.7% | +46.7% | -78.4% | -46.3% |
| YTD | +45.9% | +30.8% | +15.1% | +18.1% |
| 1Y | +47.0% | +31.5% | +15.5% | +18.5% |
| 3Y | +224.1% | -5.1% | +229.2% | +194.7% |
| 5Y | +238.5% | -18.1% | +256.6% | +217.7% |
| 10Y | +512.7% | +53.1% | +459.6% | +288.9% |
| All | +1,115.9% | +309.3% | +806.6% | +307.2% |
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