-8.1%
GLD vs MTSI
+43.1%
-51.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.7% |
| 7D | -5.5% | +29.1% | -34.6% | -7.6% |
| 30D | -7.0% | -20.4% | +13.4% | -5.3% |
| 3M | -12.4% | -20.9% | +8.6% | -11.0% |
| 6M | -18.0% | -32.3% | +14.2% | -15.8% |
| YTD | -10.5% | +43.5% | -53.9% | -14.7% |
| 1Y | -8.1% | +43.8% | -51.9% | -13.1% |
| All | -8.1% | +43.1% | -51.2% | -13.1% |
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