-31.9%
MTSI vs PSA
+13.4%
-45.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.7% | +10.1% |
| 7D | -10.0% | +3.9% | -13.9% | -6.7% |
| 30D | -37.2% | +19.7% | -56.9% | -27.2% |
| 3M | -30.1% | +4.3% | -34.3% | -26.4% |
| 6M | -31.9% | +11.4% | -43.3% | -28.0% |
| All | -31.9% | +13.4% | -45.3% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling