+1,029.2%
MTSI vs PSLV
+15.4%
+1,013.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -5.0% |
| 7D | +10.0% | -6.3% | +16.3% | +11.9% |
| 30D | -20.3% | -12.7% | -7.7% | -17.4% |
| 3M | -24.4% | -24.7% | +0.3% | -18.6% |
| 6M | -39.2% | -44.6% | +5.4% | -29.9% |
| YTD | +35.5% | -33.3% | +68.8% | +44.5% |
| 1Y | +43.0% | -8.6% | +51.6% | +40.4% |
| 3Y | +196.3% | +108.2% | +88.1% | +136.7% |
| 5Y | +210.0% | +79.1% | +130.9% | +152.0% |
| 10Y | +469.1% | +137.7% | +331.4% | +320.3% |
| All | +1,029.2% | +15.4% | +1,013.8% | +899.1% |
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 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