-39.2%
MTSI vs PSLV
-44.1%
+5.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -4.2% |
| 7D | +10.0% | -6.3% | +16.3% | +14.4% |
| 30D | -20.3% | -12.7% | -7.7% | -13.1% |
| 3M | -24.4% | -24.7% | +0.3% | -10.7% |
| 6M | -39.2% | -44.6% | +5.4% | -14.4% |
| All | -39.2% | -44.1% | +5.0% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling