+881.2%
MTSI vs GLDM
+219.0%
+662.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -2.4% |
| 7D | -10.7% | -0.3% | -10.4% | -10.6% |
| 30D | -29.0% | -1.9% | -27.1% | -28.3% |
| 3M | -14.7% | -0.4% | -14.3% | -14.4% |
| 6M | -20.1% | -10.1% | -10.0% | -17.0% |
| YTD | +36.1% | -5.8% | +42.0% | +38.6% |
| 1Y | +61.7% | +3.1% | +58.6% | +60.0% |
| 3Y | +210.7% | +103.4% | +107.3% | +143.4% |
| 5Y | +212.8% | +125.5% | +87.3% | +131.5% |
| All | +881.2% | +219.0% | +662.2% | +538.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling