+388.2%
MTSI vs PCOR
-30.9%
+419.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.7% | +4.7% |
| 7D | +1.4% | -9.0% | +10.3% | +4.2% |
| 30D | +2.1% | +4.2% | -2.1% | +0.1% |
| 3M | -29.7% | +14.4% | -44.1% | -33.8% |
| 6M | +12.5% | +0.2% | +12.4% | +8.0% |
| YTD | +57.0% | -20.3% | +77.3% | +62.2% |
| 1Y | +103.9% | -16.1% | +120.1% | +106.3% |
| 3Y | +223.6% | -14.7% | +238.3% | +211.7% |
| 5Y | +321.6% | -43.2% | +364.7% | +310.7% |
| All | +388.2% | -30.9% | +419.1% | +370.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling