+361.6%
PSX vs MTSI
+465.0%
-103.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.3% | +1.6% |
| 7D | +7.8% | +10.0% | -2.2% | +6.1% |
| 30D | -10.9% | -20.3% | +9.4% | -8.5% |
| 3M | +14.5% | -24.4% | +38.9% | +17.7% |
| 6M | +56.1% | -39.2% | +95.3% | +64.0% |
| YTD | +109.6% | +35.5% | +74.1% | +87.8% |
| 1Y | +95.5% | +43.0% | +52.5% | +73.1% |
| 3Y | +156.2% | +196.3% | -40.1% | +91.6% |
| 5Y | +310.0% | +210.0% | +100.0% | +196.2% |
| All | +361.6% | +465.0% | -103.4% | +156.1% |
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