+61.7%
MTSI vs PSLV
+7.9%
+53.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | -2.6% |
| 7D | -10.7% | -2.6% | -8.0% | -10.0% |
| 30D | -29.0% | -14.2% | -14.8% | -25.9% |
| 3M | -14.7% | -12.2% | -2.5% | -11.3% |
| 6M | -20.1% | -28.1% | +8.0% | -13.8% |
| YTD | +36.1% | -28.2% | +64.3% | +38.9% |
| 1Y | +61.7% | +9.1% | +52.6% | +37.8% |
| All | +61.7% | +7.9% | +53.9% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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