+539.5%
MTSI vs PSA
+100.1%
+439.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +4.9% | -0.4% | +5.3% | +5.0% |
| 30D | -11.6% | -8.2% | -3.4% | -8.9% |
| 3M | -24.1% | -2.1% | -21.9% | -24.2% |
| 6M | +32.4% | -0.2% | +32.6% | +31.1% |
| YTD | +60.4% | +18.5% | +41.9% | +48.0% |
| 1Y | +111.0% | +6.6% | +104.4% | +102.3% |
| 3Y | +246.1% | +24.5% | +221.7% | +202.9% |
| 5Y | +340.3% | +13.6% | +326.7% | +293.1% |
| 10Y | +539.5% | +102.0% | +437.6% | +313.8% |
| All | +539.5% | +100.1% | +439.4% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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