+1,403.8%
MTSI vs PBF
+265.5%
+1,138.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.4% | -2.1% | -8.3% |
| 7D | -10.0% | -13.8% | +3.8% | -7.8% |
| 30D | -37.2% | -19.6% | -17.6% | -35.2% |
| 3M | -30.1% | +10.3% | -40.3% | -31.5% |
| 6M | -31.9% | +63.4% | -95.3% | -37.9% |
| YTD | +23.2% | +152.6% | -129.5% | +2.2% |
| 1Y | +26.4% | +87.4% | -61.0% | +10.0% |
| 3Y | +186.2% | +63.3% | +122.9% | +144.8% |
| 5Y | +187.0% | +412.5% | -225.4% | +90.3% |
| 10Y | +460.4% | +282.5% | +177.9% | +224.5% |
| All | +1,403.8% | +265.5% | +1,138.3% | +846.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling