+287.7%
PSX vs MTSI
+209.3%
+78.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -7.8% | -3.8% | -4.0% | -7.6% |
| 30D | -9.9% | -31.4% | +21.5% | -6.4% |
| 3M | +16.9% | -23.8% | +40.7% | +19.3% |
| 6M | +48.0% | -37.1% | +85.0% | +52.9% |
| YTD | +98.3% | +32.2% | +66.1% | +77.9% |
| 1Y | +86.2% | +26.9% | +59.2% | +67.9% |
| 3Y | +144.0% | +193.7% | -49.8% | +78.2% |
| 5Y | +287.7% | +218.0% | +69.7% | +160.0% |
| All | +287.7% | +209.3% | +78.4% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling