+158.2%
MTSI vs PCOR
+44.3%
+113.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | 0.0% | -18.4% | -18.4% |
| 7D | -24.6% | +23.7% | -48.3% | -27.5% |
| 30D | -45.7% | +39.0% | -84.7% | -49.0% |
| 3M | -27.7% | +35.8% | -63.5% | -32.6% |
| 6M | -37.3% | +38.2% | -75.5% | -41.9% |
| YTD | +11.1% | +3.9% | +7.2% | +13.2% |
| 1Y | +27.2% | +5.7% | +21.5% | +28.7% |
| All | +158.2% | +44.3% | +113.9% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling