+159.0%
MTSI vs GLDM
+126.2%
+32.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.8% | -19.2% | -18.7% |
| 7D | -24.6% | +1.9% | -26.5% | -25.2% |
| 30D | -45.7% | -1.7% | -44.0% | -45.3% |
| 3M | -27.7% | -3.5% | -24.2% | -26.7% |
| 6M | -37.3% | -10.1% | -27.2% | -35.0% |
| YTD | +11.1% | -5.0% | +16.2% | +13.0% |
| 1Y | +27.2% | +2.8% | +24.4% | +26.3% |
| 3Y | +153.7% | +105.1% | +48.6% | +104.9% |
| 5Y | +159.0% | +124.3% | +34.7% | +88.8% |
| All | +159.0% | +126.2% | +32.8% | +88.8% |
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