+212.2%
GLD vs MTSI
+512.4%
-300.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.0% | -7.1% | +1.6% |
| 7D | +4.9% | +3.5% | +1.4% | +4.7% |
| 30D | -1.3% | -30.3% | +29.0% | -0.3% |
| 3M | -4.8% | -26.0% | +21.2% | -4.1% |
| 6M | -12.5% | -36.1% | +23.6% | -11.7% |
| YTD | -4.2% | +34.3% | -38.5% | -5.3% |
| 1Y | +3.0% | +35.3% | -32.2% | +1.9% |
| 3Y | +109.1% | +217.6% | -108.5% | +102.2% |
| 5Y | +121.6% | +210.1% | -88.5% | +113.8% |
| 10Y | +212.2% | +471.4% | -259.2% | +196.9% |
| All | +212.2% | +512.4% | -300.1% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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