+103.9%
MTSI vs PSKY
-26.0%
+129.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +2.1% | +24.0% | -21.9% | +2.0% |
| 3M | -29.7% | +2.2% | -31.9% | -29.9% |
| 6M | +12.5% | -9.0% | +21.5% | +11.6% |
| YTD | +57.0% | -18.1% | +75.2% | +56.8% |
| 1Y | +103.9% | -25.1% | +129.0% | +107.5% |
| All | +103.9% | -26.0% | +129.9% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 1y: compounded portfolio wealth divided by compounded PSKY 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…
1y analysis · Full analysis span regression · 6 months rolling