+131.2%
GLD vs MTSI
+1,120.6%
-989.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.7% |
| 7D | -0.3% | -10.7% | +10.4% | 0.0% |
| 30D | -1.9% | -29.0% | +27.1% | -1.2% |
| 3M | -0.4% | -14.7% | +14.3% | -0.2% |
| 6M | -10.2% | -20.1% | +9.9% | -9.9% |
| YTD | -6.0% | +36.1% | -42.1% | -6.6% |
| 1Y | +2.8% | +61.7% | -58.9% | +1.9% |
| 3Y | +101.6% | +210.7% | -109.1% | +97.9% |
| 5Y | +122.2% | +212.8% | -90.7% | +117.8% |
| 10Y | +199.5% | +519.2% | -319.7% | +191.5% |
| All | +131.2% | +1,120.6% | -989.3% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling