+1,208.8%
MTSI vs PBR
+163.8%
+1,044.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.9% |
| 7D | +1.4% | +8.6% | -7.2% | -0.5% |
| 30D | +2.1% | +12.8% | -10.7% | -0.7% |
| 3M | -29.7% | +14.7% | -44.4% | -32.0% |
| 6M | +12.5% | +25.2% | -12.6% | +5.8% |
| YTD | +57.0% | +77.1% | -20.1% | +36.5% |
| 1Y | +103.9% | +69.6% | +34.4% | +78.8% |
| 3Y | +223.6% | +95.6% | +128.0% | +172.0% |
| 5Y | +321.6% | +501.8% | -180.2% | +166.2% |
| 10Y | +517.7% | +640.6% | -122.9% | +249.9% |
| All | +1,208.8% | +163.8% | +1,044.9% | +822.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling