+951.6%
MTSI vs GLDM
+212.7%
+738.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.2% | +11.5% | +10.8% |
| 7D | +7.2% | -2.0% | +9.1% | +7.8% |
| 30D | -18.4% | -4.4% | -14.0% | -17.0% |
| 3M | -16.7% | -8.8% | -7.8% | -13.8% |
| 6M | -31.7% | -15.9% | -15.8% | -27.6% |
| YTD | +45.9% | -7.7% | +53.6% | +49.5% |
| 1Y | +47.0% | -3.6% | +50.6% | +48.4% |
| 3Y | +224.1% | +105.2% | +118.8% | +153.3% |
| 5Y | +238.5% | +112.8% | +125.7% | +155.7% |
| All | +951.6% | +212.7% | +738.9% | +589.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling