+320.4%
MTSI vs GLDM
+143.3%
+177.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | +2.1% | +4.4% | -2.3% | +0.6% |
| 3M | -29.7% | -1.1% | -28.7% | -29.6% |
| 6M | +12.5% | -13.7% | +26.2% | +16.7% |
| YTD | +57.0% | +2.8% | +54.3% | +55.2% |
| 1Y | +103.9% | +24.8% | +79.1% | +91.2% |
| 3Y | +223.6% | +127.8% | +95.8% | +157.6% |
| All | +320.4% | +143.3% | +177.1% | +209.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling