+209.5%
IAU vs MTSI
+448.7%
-239.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -1.2% |
| 7D | +4.7% | -10.0% | +14.7% | +5.0% |
| 30D | -0.9% | -37.2% | +36.3% | +0.5% |
| 3M | -4.4% | -30.1% | +25.7% | -3.5% |
| 6M | -13.5% | -31.9% | +18.4% | -12.8% |
| YTD | -5.9% | +23.2% | -29.1% | -6.7% |
| 1Y | +1.9% | +26.4% | -24.5% | +0.9% |
| 3Y | +104.1% | +186.2% | -82.1% | +97.9% |
| 5Y | +121.0% | +187.0% | -66.0% | +113.8% |
| All | +209.5% | +448.7% | -239.2% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling