+1,176.1%
MTSI vs PSKY
-71.3%
+1,247.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.8% | +1.4% | -2.8% |
| 7D | -20.5% | -24.6% | +4.0% | -18.2% |
| 30D | +9.4% | -36.1% | +45.6% | +14.3% |
| 3M | +75.2% | -53.4% | +128.6% | +81.7% |
| 6M | +75.2% | -53.4% | +128.6% | +81.7% |
| YTD | +75.2% | -53.4% | +128.6% | +81.7% |
| 1Y | +90.1% | -58.4% | +148.5% | +102.4% |
| 3Y | +226.9% | -40.7% | +267.6% | +193.7% |
| 5Y | +307.9% | -80.0% | +387.9% | +367.4% |
| 10Y | +574.7% | -84.4% | +659.1% | +564.2% |
| All | +1,176.1% | -71.3% | +1,247.4% | +920.0% |
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