+228.3%
MTSI vs PSA
+26.8%
+201.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +29.1% | -2.1% | +31.2% | +29.8% |
| 30D | -20.4% | +15.6% | -36.0% | -23.9% |
| 3M | -20.9% | +4.1% | -25.0% | -22.0% |
| 6M | -32.3% | +9.2% | -41.4% | -34.8% |
| YTD | +43.5% | +32.3% | +11.2% | +28.5% |
| 1Y | +43.8% | +26.2% | +17.7% | +30.9% |
| 3Y | +218.8% | +53.7% | +165.1% | +155.6% |
| 5Y | +228.3% | +26.6% | +201.8% | +171.5% |
| All | +228.3% | +26.8% | +201.6% | +171.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling