+238.5%
MTSI vs PBF
+420.6%
-182.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.8% | +4.5% | +9.6% |
| 7D | +7.2% | -4.0% | +11.2% | +7.8% |
| 30D | -18.4% | -18.0% | -0.5% | -16.6% |
| 3M | -16.7% | +0.9% | -17.6% | -16.8% |
| 6M | -31.7% | +65.7% | -97.4% | -35.7% |
| YTD | +45.9% | +161.9% | -116.0% | +26.3% |
| 1Y | +47.0% | +77.8% | -30.8% | +34.6% |
| 3Y | +224.1% | +74.9% | +149.2% | +179.5% |
| 5Y | +238.5% | +423.4% | -184.9% | +157.7% |
| All | +238.5% | +420.6% | -182.1% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling