+230.7%
MTSI vs GTLB
-49.0%
+279.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.7% | +11.2% |
| 7D | -10.0% | -11.1% | +1.1% | -7.7% |
| 30D | -37.2% | -7.5% | -29.7% | -36.2% |
| 3M | -30.1% | +34.8% | -64.8% | -34.5% |
| 6M | -31.9% | +98.0% | -129.9% | -42.2% |
| YTD | +23.2% | +28.1% | -5.0% | +13.2% |
| 1Y | +26.4% | +5.6% | +20.8% | +21.0% |
| 3Y | +186.2% | +15.9% | +170.2% | +160.1% |
| 5Y | +187.0% | -61.1% | +248.1% | +170.9% |
| All | +230.7% | -49.0% | +279.7% | +208.1% |
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