+1,208.8%
MTSI vs PSKY
-55.1%
+1,263.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +2.1% | +24.0% | -21.9% | -2.6% |
| 3M | -29.7% | +2.2% | -31.9% | -30.3% |
| 6M | +12.5% | -9.0% | +21.5% | +13.4% |
| YTD | +57.0% | -18.1% | +75.2% | +60.7% |
| 1Y | +103.9% | -25.1% | +129.0% | +109.6% |
| 3Y | +223.6% | -16.3% | +239.9% | +199.7% |
| 5Y | +321.6% | -70.4% | +391.9% | +392.6% |
| 10Y | +517.7% | -74.2% | +591.9% | +495.7% |
| All | +1,208.8% | -55.1% | +1,263.8% | +950.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling