+1,112.1%
PSX vs MTSI
+1,178.3%
-66.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.4% |
| 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% | +45.1% |
| 6M | +56.8% | +12.5% | +44.3% | +49.7% |
| YTD | +101.8% | +57.0% | +44.8% | +81.1% |
| 1Y | +99.6% | +103.9% | -4.3% | +70.2% |
| 3Y | +140.3% | +223.6% | -83.2% | +84.8% |
| 5Y | +339.3% | +321.6% | +17.8% | +216.1% |
| 10Y | +369.9% | +517.7% | -147.9% | +180.4% |
| All | +1,112.1% | +1,178.3% | -66.2% | +477.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling