+28.9%
MTSI vs PBF
+92.2%
-63.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.4% | +5.6% | +9.0% |
| 7D | +3.5% | -7.4% | +10.9% | +3.4% |
| 30D | -30.3% | -17.5% | -12.8% | -30.5% |
| 3M | -26.0% | +13.1% | -39.1% | -24.4% |
| 6M | -36.1% | +72.6% | -108.7% | -30.2% |
| YTD | +34.3% | +161.2% | -126.9% | +46.6% |
| All | +28.9% | +92.2% | -63.3% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling