+1,208.8%
MTSI vs PAAS
+202.5%
+1,006.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.9% |
| 7D | +1.4% | -2.9% | +4.3% | +1.8% |
| 30D | +2.1% | +6.8% | -4.7% | +0.7% |
| 3M | -29.7% | -2.9% | -26.8% | -29.7% |
| 6M | +12.5% | -16.4% | +29.0% | +15.0% |
| YTD | +57.0% | 0.0% | +57.0% | +54.8% |
| 1Y | +103.9% | +54.3% | +49.6% | +86.7% |
| 3Y | +223.6% | +230.7% | -7.1% | +157.2% |
| 5Y | +321.6% | +111.6% | +209.9% | +248.3% |
| 10Y | +517.7% | +211.7% | +306.0% | +364.8% |
| All | +1,208.8% | +202.5% | +1,006.3% | +829.6% |
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 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