+96.1%
PSX vs MTSI
+43.1%
+53.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +1.6% |
| 7D | +6.4% | +29.1% | -22.7% | +7.1% |
| 30D | -10.2% | -20.4% | +10.2% | -11.3% |
| 3M | +17.2% | -20.9% | +38.1% | +15.6% |
| 6M | +51.8% | -32.3% | +84.0% | +47.6% |
| YTD | +108.0% | +43.5% | +64.5% | +121.4% |
| 1Y | +96.1% | +43.8% | +52.3% | +110.2% |
| All | +96.1% | +43.1% | +53.0% | +110.2% |
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