+26.4%
MTSI vs GLDM
+1.8%
+24.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.6% | +11.2% |
| 7D | -10.0% | +4.7% | -14.6% | -12.3% |
| 30D | -37.2% | -0.9% | -36.3% | -36.8% |
| 3M | -30.1% | -4.3% | -25.7% | -28.4% |
| 6M | -31.9% | -13.4% | -18.5% | -27.9% |
| YTD | +23.2% | -5.8% | +29.0% | +23.2% |
| 1Y | +26.4% | +2.1% | +24.3% | +11.6% |
| All | +26.4% | +1.8% | +24.6% | +11.6% |
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