+451.3%
MTSI vs PAAS
+192.1%
+259.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.5% | +9.4% | +10.5% |
| 7D | -10.0% | +8.4% | -18.4% | -11.5% |
| 30D | -37.2% | -7.2% | -30.0% | -36.1% |
| 3M | -30.1% | -14.0% | -16.0% | -27.9% |
| 6M | -31.9% | -26.8% | -5.1% | -27.7% |
| YTD | +23.2% | -19.8% | +43.0% | +26.9% |
| 1Y | +26.4% | +22.8% | +3.6% | +19.2% |
| 3Y | +186.2% | +183.6% | +2.5% | +122.7% |
| 5Y | +187.0% | +73.8% | +113.2% | +136.5% |
| All | +451.3% | +192.1% | +259.2% | +305.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling