+205.6%
GLD vs MTSI
+498.4%
-292.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.8% |
| 7D | -5.5% | +29.1% | -34.6% | -6.3% |
| 30D | -7.0% | -20.4% | +13.4% | -6.5% |
| 3M | -12.4% | -20.9% | +8.6% | -11.9% |
| 6M | -18.0% | -32.3% | +14.2% | -17.4% |
| YTD | -10.5% | +43.5% | -53.9% | -11.7% |
| 1Y | -8.1% | +43.8% | -51.9% | -9.3% |
| 3Y | +97.7% | +218.8% | -121.1% | +90.9% |
| 5Y | +103.4% | +228.3% | -124.9% | +95.8% |
| All | +205.6% | +498.4% | -292.7% | +188.6% |
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