+581.1%
MTSI vs PBR
+648.5%
-67.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.0% |
| 7D | +11.1% | +0.3% | +10.8% | +11.0% |
| 30D | -3.7% | +17.5% | -21.2% | -8.1% |
| 3M | -20.2% | +20.9% | -41.1% | -24.8% |
| 6M | +30.8% | +20.2% | +10.6% | +22.2% |
| YTD | +67.0% | +84.3% | -17.2% | +37.3% |
| 1Y | +120.4% | +77.1% | +43.3% | +83.0% |
| 3Y | +260.4% | +100.8% | +159.6% | +183.4% |
| 5Y | +356.3% | +556.1% | -199.9% | +134.7% |
| 10Y | +581.1% | +676.1% | -95.0% | +218.8% |
| All | +581.1% | +648.5% | -67.4% | +218.8% |
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