+345.0%
PSX vs MTSI
+320.9%
+24.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.3% |
| 7D | +4.5% | +1.4% | +3.2% | +4.3% |
| 30D | +26.6% | +2.1% | +24.5% | +25.6% |
| 3M | +39.3% | -29.7% | +69.0% | +44.4% |
| 6M | +56.8% | +12.5% | +44.3% | +49.0% |
| YTD | +101.8% | +57.0% | +44.8% | +79.0% |
| 1Y | +99.6% | +103.9% | -4.3% | +66.4% |
| 3Y | +140.3% | +223.6% | -83.2% | +75.5% |
| All | +345.0% | +320.9% | +24.1% | +186.0% |
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