+43.8%
MTSI vs PBR
+42.7%
+1.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.5% |
| 7D | +29.1% | -3.7% | +32.8% | +28.9% |
| 30D | -20.4% | -29.0% | +8.6% | -22.5% |
| 3M | -20.9% | +4.9% | -25.8% | -20.2% |
| 6M | -32.3% | -8.4% | -23.8% | -32.3% |
| YTD | +43.5% | +59.4% | -15.9% | +22.4% |
| 1Y | +43.8% | +45.5% | -1.7% | +27.4% |
| All | +43.8% | +42.7% | +1.1% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling