+205.0%
GLD vs MTSI
+448.7%
-243.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -1.1% |
| 7D | +4.7% | -10.0% | +14.7% | +5.0% |
| 30D | -0.9% | -37.2% | +36.3% | +0.5% |
| 3M | -4.4% | -30.1% | +25.7% | -3.5% |
| 6M | -13.6% | -31.9% | +18.3% | -12.9% |
| YTD | -6.0% | +23.2% | -29.2% | -6.8% |
| 1Y | +1.8% | +26.4% | -24.6% | +0.8% |
| 3Y | +103.2% | +186.2% | -83.0% | +97.1% |
| 5Y | +119.3% | +187.0% | -67.7% | +112.2% |
| All | +205.0% | +448.7% | -243.7% | +192.0% |
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