+1,817.0%
MTSI vs PBF
+303.9%
+1,513.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | +1.4% | +4.3% | -2.9% | +0.7% |
| 30D | +2.1% | +22.0% | -19.9% | -1.3% |
| 3M | -29.7% | +74.5% | -104.2% | -36.2% |
| 6M | +12.5% | +67.7% | -55.1% | +1.3% |
| YTD | +57.0% | +179.2% | -122.2% | +28.6% |
| 1Y | +103.9% | +170.0% | -66.1% | +66.7% |
| 3Y | +223.6% | +66.4% | +157.2% | +176.1% |
| 5Y | +321.6% | +764.5% | -442.9% | +153.7% |
| 10Y | +517.7% | +358.5% | +159.2% | +245.6% |
| All | +1,817.0% | +303.9% | +1,513.1% | +1,090.5% |
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