+218.0%
MTSI vs PSLV
+90.6%
+127.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.4% |
| 7D | -3.8% | +3.9% | -7.7% | -4.9% |
| 30D | -31.4% | -16.3% | -15.0% | -27.6% |
| 3M | -23.8% | -23.0% | -0.8% | -17.7% |
| 6M | -37.1% | -36.5% | -0.6% | -29.1% |
| YTD | +32.2% | -29.6% | +61.9% | +37.7% |
| 1Y | +26.9% | -0.5% | +27.5% | +17.4% |
| 3Y | +193.7% | +120.1% | +73.6% | +110.8% |
| 5Y | +218.0% | +93.3% | +124.8% | +130.1% |
| All | +218.0% | +90.6% | +127.4% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling