+477.8%
MTSI vs PSA
+131.0%
+346.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | -3.8% | +0.8% | -4.6% | -4.1% |
| 30D | -31.4% | +15.9% | -47.3% | -35.2% |
| 3M | -23.8% | +4.2% | -27.9% | -25.3% |
| 6M | -37.1% | +10.1% | -47.2% | -40.1% |
| YTD | +32.2% | +33.3% | -1.1% | +16.4% |
| 1Y | +26.9% | +28.2% | -1.3% | +13.4% |
| 3Y | +193.7% | +54.9% | +138.9% | +134.9% |
| 5Y | +218.0% | +28.3% | +189.7% | +170.9% |
| 10Y | +477.8% | +134.1% | +343.7% | +253.5% |
| All | +477.8% | +131.0% | +346.7% | +253.5% |
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