+826.3%
MTSI vs PAAS
+139.1%
+687.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.2% | -16.2% | -18.0% |
| 7D | -24.6% | -0.4% | -24.2% | -24.5% |
| 30D | -45.7% | -11.6% | -34.1% | -44.5% |
| 3M | -27.7% | -15.6% | -12.2% | -25.7% |
| 6M | -37.3% | -19.1% | -18.2% | -35.2% |
| YTD | +11.1% | -20.9% | +32.1% | +14.2% |
| 1Y | +27.2% | +21.3% | +5.9% | +21.8% |
| 3Y | +153.7% | +177.4% | -23.7% | +108.9% |
| 5Y | +159.0% | +71.3% | +87.6% | +122.7% |
| 10Y | +405.6% | +181.5% | +224.1% | +292.8% |
| All | +826.3% | +139.1% | +687.2% | +586.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling