+1,208.8%
MTSI vs PSA
+286.8%
+922.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | +1.4% | -3.7% | +5.1% | +2.8% |
| 30D | +2.1% | -7.7% | +9.8% | +5.1% |
| 3M | -29.7% | -0.6% | -29.1% | -30.3% |
| 6M | +12.5% | -0.9% | +13.4% | +11.7% |
| YTD | +57.0% | +18.7% | +38.4% | +44.6% |
| 1Y | +103.9% | +7.6% | +96.3% | +94.5% |
| 3Y | +223.6% | +23.7% | +199.9% | +183.8% |
| 5Y | +321.6% | +13.7% | +307.9% | +276.3% |
| 10Y | +517.7% | +98.9% | +418.9% | +309.1% |
| All | +1,208.8% | +286.8% | +922.0% | +390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling