+61.7%
MTSI vs GLDM
+2.8%
+59.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -2.8% |
| 7D | -10.7% | -0.3% | -10.4% | -10.5% |
| 30D | -29.0% | -1.9% | -27.1% | -28.1% |
| 3M | -14.7% | -0.4% | -14.3% | -14.1% |
| 6M | -20.1% | -10.1% | -10.0% | -16.2% |
| YTD | +36.1% | -5.8% | +42.0% | +37.8% |
| 1Y | +61.7% | +3.1% | +58.6% | +45.4% |
| All | +61.7% | +2.8% | +59.0% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling