+113.3%
GLD vs MTSI
+209.3%
-96.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.6% |
| 7D | +2.8% | -3.8% | +6.6% | +2.9% |
| 30D | -4.0% | -31.4% | +27.4% | -2.1% |
| 3M | -8.2% | -23.8% | +15.5% | -7.2% |
| 6M | -14.8% | -37.1% | +22.2% | -13.3% |
| YTD | -6.8% | +32.2% | -39.0% | -8.6% |
| 1Y | -2.4% | +26.9% | -29.3% | -4.1% |
| 3Y | +105.8% | +193.7% | -88.0% | +94.7% |
| 5Y | +113.3% | +218.0% | -104.7% | +98.9% |
| All | +113.3% | +209.3% | -96.0% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling