+133.4%
PSX vs MTSI
+153.8%
-20.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -18.4% | +13.5% | -3.3% |
| 7D | -9.7% | -24.6% | +14.9% | -7.7% |
| 30D | -8.4% | -45.7% | +37.3% | -4.1% |
| 3M | +22.6% | -27.7% | +50.4% | +24.6% |
| 6M | +38.8% | -37.3% | +76.1% | +40.7% |
| YTD | +95.5% | +11.1% | +84.3% | +79.0% |
| 1Y | +87.1% | +27.2% | +60.0% | +65.9% |
| All | +133.4% | +153.8% | -20.4% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling