+1,208.8%
MTSI vs PSLV
+58.7%
+1,150.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +3.7% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | +2.1% | +7.3% | -5.2% | +0.2% |
| 3M | -29.7% | -7.4% | -22.3% | -28.6% |
| 6M | +12.5% | -20.3% | +32.8% | +17.6% |
| YTD | +57.0% | -8.2% | +65.3% | +54.0% |
| 1Y | +103.9% | +57.9% | +46.0% | +73.7% |
| 3Y | +223.6% | +162.1% | +61.5% | +142.2% |
| 5Y | +321.6% | +151.2% | +170.4% | +213.5% |
| 10Y | +517.7% | +191.7% | +326.0% | +322.7% |
| All | +1,208.8% | +58.7% | +1,150.0% | +965.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling