+210.1%
MTSI vs PBR
+469.5%
-259.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.0% | +9.2% |
| 7D | +3.5% | -13.3% | +16.8% | +6.0% |
| 30D | -30.3% | -27.5% | -2.8% | -26.9% |
| 3M | -26.0% | +5.2% | -31.2% | -27.4% |
| 6M | -36.1% | -6.4% | -29.7% | -36.2% |
| YTD | +34.3% | +61.6% | -27.3% | +18.3% |
| 1Y | +35.3% | +48.9% | -13.6% | +21.2% |
| 3Y | +217.6% | +70.0% | +147.6% | +175.0% |
| 5Y | +210.1% | +469.0% | -258.9% | +119.1% |
| All | +210.1% | +469.5% | -259.4% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling