+159.0%
MTSI vs PCOR
-22.6%
+181.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | 0.0% | -18.4% | -18.4% |
| 7D | -24.6% | +23.7% | -48.3% | -29.3% |
| 30D | -45.7% | +39.0% | -84.7% | -51.0% |
| 3M | -27.7% | +35.8% | -63.5% | -35.3% |
| 6M | -37.3% | +38.2% | -75.5% | -45.2% |
| YTD | +11.1% | +3.9% | +7.2% | +5.2% |
| 1Y | +27.2% | +5.7% | +21.5% | +19.8% |
| 3Y | +153.7% | +44.8% | +108.9% | +103.2% |
| 5Y | +159.0% | -19.8% | +178.8% | +124.6% |
| All | +159.0% | -22.6% | +181.6% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling