+451.3%
MTSI vs PSA
+142.4%
+308.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.7% | +11.1% |
| 7D | -10.0% | +3.9% | -13.9% | -11.2% |
| 30D | -37.2% | +19.7% | -56.9% | -41.4% |
| 3M | -30.1% | +4.3% | -34.3% | -31.5% |
| 6M | -31.9% | +11.4% | -43.3% | -35.5% |
| YTD | +23.2% | +33.9% | -10.8% | +8.3% |
| 1Y | +26.4% | +28.3% | -1.9% | +12.8% |
| 3Y | +186.2% | +53.5% | +132.7% | +129.7% |
| 5Y | +187.0% | +30.6% | +156.4% | +142.7% |
| All | +451.3% | +142.4% | +308.9% | +238.4% |
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