+283.0%
MTSI vs PCOR
-10.3%
+293.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.2% | +10.9% |
| 7D | -10.0% | +22.7% | -32.7% | -15.4% |
| 30D | -37.2% | +37.5% | -74.7% | -43.0% |
| 3M | -30.1% | +35.2% | -65.2% | -37.2% |
| 6M | -31.9% | +42.2% | -74.1% | -41.0% |
| YTD | +23.2% | +3.6% | +19.6% | +16.5% |
| 1Y | +26.4% | -4.8% | +31.1% | +23.8% |
| 3Y | +186.2% | +48.3% | +137.8% | +129.0% |
| 5Y | +187.0% | -20.1% | +207.1% | +154.0% |
| All | +283.0% | -10.3% | +293.3% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling