+502.4%
MTSI vs PBR
+576.8%
-74.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.1% |
| 7D | +29.1% | -3.7% | +32.8% | +30.3% |
| 30D | -20.4% | -29.0% | +8.6% | -13.1% |
| 3M | -20.9% | +4.9% | -25.8% | -23.0% |
| 6M | -32.3% | -8.4% | -23.8% | -31.9% |
| YTD | +43.5% | +59.4% | -15.9% | +21.1% |
| 1Y | +43.8% | +45.5% | -1.7% | +24.6% |
| 3Y | +218.8% | +67.4% | +151.4% | +160.5% |
| 5Y | +228.3% | +453.0% | -224.6% | +74.5% |
| All | +502.4% | +576.8% | -74.5% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling