+89.1%
PSX vs MTSI
+41.9%
+47.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.3% | -7.1% | +3.3% |
| 7D | -0.4% | +7.2% | -7.5% | -0.3% |
| 30D | -8.1% | -18.4% | +10.3% | -9.2% |
| 3M | +15.9% | -16.7% | +32.6% | +14.7% |
| 6M | +49.4% | -31.7% | +81.1% | +45.1% |
| YTD | +104.7% | +45.9% | +58.8% | +117.9% |
| 1Y | +89.1% | +47.0% | +42.1% | +102.5% |
| All | +89.1% | +41.9% | +47.2% | +102.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling