+581.1%
MTSI vs PSLV
+194.1%
+386.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +3.4% |
| 7D | +11.1% | +3.3% | +7.8% | +10.0% |
| 30D | -3.7% | +2.1% | -5.8% | -4.4% |
| 3M | -20.2% | +7.1% | -27.4% | -22.1% |
| 6M | +30.8% | -21.6% | +52.4% | +38.7% |
| YTD | +67.0% | -6.7% | +73.8% | +60.6% |
| 1Y | +120.4% | +59.3% | +61.2% | +74.7% |
| 3Y | +260.4% | +182.1% | +78.3% | +131.9% |
| 5Y | +356.3% | +162.6% | +193.6% | +193.3% |
| 10Y | +581.1% | +203.0% | +378.1% | +235.9% |
| All | +581.1% | +194.1% | +386.9% | +235.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling