+61.7%
MTSI vs PAAS
+24.3%
+37.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.4% | -9.4% | -3.5% |
| 7D | -10.7% | -1.1% | -9.6% | -10.4% |
| 30D | -29.0% | -8.5% | -20.5% | -27.0% |
| 3M | -14.7% | -7.3% | -7.4% | -13.1% |
| 6M | -20.1% | -18.3% | -1.8% | -16.1% |
| YTD | +36.1% | -19.2% | +55.3% | +40.7% |
| 1Y | +61.7% | +26.1% | +35.6% | +42.9% |
| All | +61.7% | +24.3% | +37.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling