+330.7%
MTSI vs GTLB
-50.0%
+380.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +3.2% |
| 7D | +4.9% | +4.6% | +0.3% | +3.8% |
| 30D | -11.6% | +21.0% | -32.6% | -15.4% |
| 3M | -24.1% | +51.7% | -75.8% | -31.0% |
| 6M | +32.4% | +89.3% | -56.9% | +12.6% |
| YTD | +60.4% | +25.6% | +34.8% | +48.1% |
| 1Y | +111.0% | -1.5% | +112.5% | +104.7% |
| 3Y | +246.1% | -9.9% | +256.1% | +230.3% |
| All | +330.7% | -50.0% | +380.7% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling