+26.9%
MTSI vs PEG
-7.0%
+33.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -3.8% | +2.6% | -6.4% | -4.3% |
| 30D | -31.4% | +3.3% | -34.7% | -31.7% |
| 3M | -23.8% | +1.1% | -24.8% | -24.3% |
| 6M | -37.1% | -1.4% | -35.6% | -37.9% |
| YTD | +32.2% | -4.6% | +36.8% | +28.4% |
| 1Y | +26.9% | -7.2% | +34.1% | +27.0% |
| All | +26.9% | -7.0% | +33.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling