+186.2%
MTSI vs GTLB
+12.7%
+173.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.7% | +11.2% |
| 7D | -10.0% | -11.1% | +1.1% | -7.8% |
| 30D | -37.2% | -7.5% | -29.7% | -36.2% |
| 3M | -30.1% | +34.8% | -64.8% | -34.3% |
| 6M | -31.9% | +98.0% | -129.9% | -42.5% |
| YTD | +23.2% | +28.1% | -5.0% | +15.6% |
| 1Y | +26.4% | +5.6% | +20.8% | +25.6% |
| 3Y | +186.2% | +15.9% | +170.2% | +176.9% |
| All | +186.2% | +12.7% | +173.4% | +176.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling