+1,002.1%
MTSI vs PBR
+139.7%
+862.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -3.8% | -13.3% | +9.5% | -0.8% |
| 30D | -31.4% | -27.7% | -3.6% | -26.8% |
| 3M | -23.8% | +2.7% | -26.4% | -24.9% |
| 6M | -37.1% | -6.7% | -30.3% | -37.0% |
| YTD | +32.2% | +60.9% | -28.7% | +16.5% |
| 1Y | +26.9% | +46.6% | -19.7% | +14.1% |
| 3Y | +193.7% | +69.1% | +124.7% | +153.3% |
| 5Y | +218.0% | +469.6% | -251.6% | +102.7% |
| 10Y | +477.8% | +523.4% | -45.6% | +235.5% |
| All | +1,002.1% | +139.7% | +862.4% | +687.6% |
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 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