+468.8%
MTSI vs PAAS
+205.7%
+263.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.4% |
| 7D | +10.0% | -8.9% | +18.9% | +12.2% |
| 30D | -20.3% | -11.4% | -8.9% | -18.1% |
| 3M | -24.4% | -20.4% | -4.0% | -20.7% |
| 6M | -39.2% | -40.7% | +1.5% | -32.5% |
| YTD | +35.5% | -26.9% | +62.4% | +42.4% |
| 1Y | +43.0% | -3.1% | +46.1% | +41.6% |
| 3Y | +196.3% | +199.3% | -3.0% | +128.6% |
| 5Y | +210.0% | +48.3% | +161.7% | +163.4% |
| All | +468.8% | +205.7% | +263.1% | +317.6% |
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