+340.3%
MTSI vs PBR
+527.8%
-187.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.4% | +1.6% |
| 7D | +4.9% | +2.5% | +2.4% | +4.4% |
| 30D | -11.6% | +19.4% | -31.0% | -14.4% |
| 3M | -24.1% | +20.8% | -44.9% | -26.7% |
| 6M | +32.4% | +23.5% | +8.9% | +26.0% |
| YTD | +60.4% | +83.4% | -23.0% | +40.1% |
| 1Y | +111.0% | +77.6% | +33.4% | +85.3% |
| 3Y | +246.1% | +99.9% | +146.3% | +195.6% |
| 5Y | +340.3% | +567.7% | -227.4% | +209.6% |
| All | +340.3% | +527.8% | -187.5% | +209.6% |
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