+43.0%
MTSI vs PAAS
-2.8%
+45.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.4% |
| 7D | +10.0% | -8.9% | +18.9% | +13.3% |
| 30D | -20.3% | -11.4% | -8.9% | -17.0% |
| 3M | -24.4% | -20.4% | -4.0% | -18.9% |
| 6M | -39.2% | -40.7% | +1.5% | -30.9% |
| YTD | +35.5% | -26.9% | +62.4% | +44.9% |
| 1Y | +43.0% | -3.1% | +46.1% | +38.9% |
| All | +43.0% | -2.8% | +45.8% | +38.9% |
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