-7.2%
GLD vs MTSI
+35.9%
-43.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.7% | +0.6% |
| 7D | -4.6% | +10.0% | -14.6% | -5.4% |
| 30D | -5.5% | -20.3% | +14.9% | -3.8% |
| 3M | -10.9% | -24.4% | +13.5% | -9.2% |
| 6M | -17.4% | -39.2% | +21.7% | -14.4% |
| YTD | -10.3% | +35.5% | -45.8% | -13.8% |
| 1Y | -7.2% | +43.0% | -50.2% | -11.2% |
| All | -7.2% | +35.9% | -43.0% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling