+104.8%
GLD vs MTSI
+153.8%
-49.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -18.4% | +19.2% | +2.1% |
| 7D | +1.9% | -24.6% | +26.5% | +3.8% |
| 30D | -1.8% | -45.7% | +43.9% | +2.3% |
| 3M | -3.6% | -27.7% | +24.1% | -1.9% |
| 6M | -10.2% | -37.3% | +27.1% | -8.0% |
| YTD | -5.3% | +11.1% | -16.4% | -6.5% |
| 1Y | +2.5% | +27.2% | -24.7% | +0.3% |
| All | +104.8% | +153.8% | -49.0% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling