+477.8%
MTSI vs PBF
+231.7%
+246.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | -0.7% |
| 7D | -3.8% | -15.3% | +11.5% | -1.3% |
| 30D | -31.4% | -21.8% | -9.6% | -28.8% |
| 3M | -23.8% | -0.2% | -23.5% | -23.9% |
| 6M | -37.1% | +63.6% | -100.7% | -42.2% |
| YTD | +32.2% | +147.5% | -115.3% | +11.2% |
| 1Y | +26.9% | +69.8% | -42.9% | +13.2% |
| 3Y | +193.7% | +65.3% | +128.5% | +152.6% |
| 5Y | +218.0% | +393.4% | -175.3% | +116.5% |
| 10Y | +477.8% | +240.3% | +237.5% | +280.0% |
| All | +477.8% | +231.7% | +246.0% | +280.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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