+221.7%
IAU vs MTSI
+513.8%
-292.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +4.4% | +2.1% | +2.3% | +4.3% |
| 3M | -1.1% | -29.7% | +28.7% | -0.2% |
| 6M | -13.7% | +12.5% | -26.3% | -14.2% |
| YTD | +2.7% | +57.0% | -54.3% | +1.3% |
| 1Y | +24.6% | +103.9% | -79.3% | +22.1% |
| 3Y | +126.8% | +223.6% | -96.7% | +119.3% |
| 5Y | +139.5% | +321.6% | -182.1% | +129.9% |
| All | +221.7% | +513.8% | -292.0% | +205.6% |
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