+106.5%
MTSI vs GTLB
+8.6%
+97.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.6% |
| 7D | +1.4% | +11.1% | -9.7% | +2.4% |
| 30D | +2.1% | +37.8% | -35.7% | +4.8% |
| 3M | -29.7% | +61.6% | -91.3% | -26.7% |
| 6M | +12.5% | +98.9% | -86.4% | +17.7% |
| YTD | +57.0% | +32.8% | +24.2% | +73.0% |
| All | +106.5% | +8.6% | +97.9% | +146.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling