-31.9%
MTSI vs PBF
+57.6%
-89.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.4% | -2.1% | -8.8% |
| 7D | -10.0% | -13.8% | +3.8% | -8.9% |
| 30D | -37.2% | -19.6% | -17.6% | -36.1% |
| 3M | -30.1% | +10.3% | -40.3% | -28.0% |
| 6M | -31.9% | +63.4% | -95.3% | -18.9% |
| All | -31.9% | +57.6% | -89.5% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling