+106.9%
MTSI vs PSLV
+50.0%
+56.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.3% | +0.5% | -3.6% |
| 7D | +4.8% | -4.9% | +9.7% | +6.0% |
| 30D | -9.2% | -1.9% | -7.3% | -8.7% |
| 3M | -23.1% | +4.2% | -27.3% | -24.0% |
| 6M | +23.5% | -27.6% | +51.1% | +28.8% |
| YTD | +59.1% | -11.7% | +70.7% | +53.8% |
| 1Y | +106.9% | +49.3% | +57.5% | +63.2% |
| All | +106.9% | +50.0% | +56.9% | +63.2% |
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