+1,073.8%
PSX vs MTSI
+804.7%
+269.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -18.4% | +13.5% | -2.1% |
| 7D | -9.7% | -24.6% | +14.9% | -6.1% |
| 30D | -8.4% | -45.7% | +37.3% | -0.5% |
| 3M | +22.6% | -27.7% | +50.4% | +26.6% |
| 6M | +38.8% | -37.3% | +76.1% | +44.3% |
| YTD | +95.5% | +11.1% | +84.3% | +82.6% |
| 1Y | +87.1% | +27.2% | +60.0% | +70.2% |
| 3Y | +133.5% | +153.7% | -20.1% | +83.9% |
| 5Y | +280.9% | +159.0% | +121.9% | +192.2% |
| 10Y | +356.6% | +405.6% | -49.0% | +178.8% |
| All | +1,073.8% | +804.7% | +269.1% | +481.8% |
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