Some recent studies have proved that charts with variable sample size (VSS) detect moderate or larger shifts in normal and stable processes more quickly than the Standard Shewhart (SS) chart. But the statistical efficiency of charts, the speed at which they detect smaller shifts of the process mean are poor. In this paper a special type of Markov dependent sample size (MDSS) chart is discussed that can detect even small shifts faster than other matched charts. Additionally, conditions are outlined which make the MDSS chart signal similar as the SS or VSS chart during the in-control period. Numerical illustrations indicate that the MDSS chart is substantially more efficient than SS and VSS charts.