+26.9%
MTSI vs PAAS
+11.3%
+15.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | +0.3% |
| 7D | -3.8% | +4.2% | -8.0% | -4.9% |
| 30D | -31.4% | -13.8% | -17.6% | -28.1% |
| 3M | -23.8% | -22.7% | -1.0% | -17.9% |
| 6M | -37.1% | -32.1% | -5.0% | -31.1% |
| YTD | +32.2% | -22.3% | +54.5% | +38.4% |
| 1Y | +26.9% | +7.7% | +19.3% | +20.9% |
| All | +26.9% | +11.3% | +15.6% | +20.9% |
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