+206.9%
MTSI vs PBF
+419.4%
-212.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.0% | -5.6% |
| 7D | +10.0% | +6.5% | +3.5% | +9.2% |
| 30D | -20.3% | -20.0% | -0.4% | -18.3% |
| 3M | -24.4% | -3.3% | -21.1% | -24.2% |
| 6M | -39.2% | +76.8% | -116.0% | -43.2% |
| YTD | +35.5% | +168.9% | -133.5% | +17.0% |
| 1Y | +43.0% | +96.4% | -53.3% | +29.2% |
| 3Y | +196.3% | +77.2% | +119.1% | +155.0% |
| All | +206.9% | +419.4% | -212.5% | +134.1% |
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