+320.4%
MTSI vs PEG
+35.8%
+284.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | +2.1% | -2.4% | +4.5% | +3.1% |
| 3M | -29.7% | -4.8% | -24.9% | -28.6% |
| 6M | +12.5% | -10.7% | +23.2% | +17.6% |
| YTD | +57.0% | -6.7% | +63.7% | +60.4% |
| 1Y | +103.9% | -6.8% | +110.8% | +108.4% |
| 3Y | +223.6% | +34.5% | +189.1% | +190.8% |
| All | +320.4% | +35.8% | +284.5% | +268.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling