+246.1%
MTSI vs PSLV
+175.1%
+71.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +4.9% | +2.7% | +2.2% | +4.1% |
| 30D | -11.6% | +3.5% | -15.0% | -12.5% |
| 3M | -24.1% | +0.3% | -24.3% | -24.5% |
| 6M | +32.4% | -21.0% | +53.4% | +38.5% |
| YTD | +60.4% | -8.9% | +69.4% | +53.2% |
| 1Y | +111.0% | +54.0% | +57.0% | +65.4% |
| 3Y | +246.1% | +175.4% | +70.7% | +128.3% |
| All | +246.1% | +175.1% | +71.0% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling