+345.8%
PSX vs MTSI
+512.4%
-166.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.0% | -6.0% | +1.6% |
| 7D | -8.0% | +3.5% | -11.5% | -8.8% |
| 30D | -9.0% | -30.3% | +21.3% | -4.6% |
| 3M | +24.7% | -26.0% | +50.7% | +28.7% |
| 6M | +49.3% | -36.1% | +85.4% | +55.6% |
| YTD | +100.2% | +34.3% | +65.9% | +79.9% |
| 1Y | +88.8% | +35.3% | +53.6% | +69.0% |
| 3Y | +152.5% | +217.6% | -65.1% | +86.6% |
| 5Y | +283.2% | +210.1% | +73.1% | +177.2% |
| 10Y | +345.8% | +471.4% | -125.6% | +152.8% |
| All | +345.8% | +512.4% | -166.5% | +152.8% |
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