+346.6%
PSX vs MTSI
+448.7%
-102.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.4% | -2.2% |
| 7D | -13.1% | -10.0% | -3.1% | -12.0% |
| 30D | -9.5% | -37.2% | +27.7% | -3.6% |
| 3M | +20.2% | -30.1% | +50.3% | +25.1% |
| 6M | +44.9% | -31.9% | +76.8% | +48.8% |
| YTD | +94.4% | +23.2% | +71.2% | +77.0% |
| 1Y | +83.1% | +26.4% | +56.7% | +65.4% |
| 3Y | +132.2% | +186.2% | -54.0% | +74.4% |
| 5Y | +278.8% | +187.0% | +91.8% | +177.1% |
| All | +346.6% | +448.7% | -102.1% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling