+286.3%
MTSI vs PENG
+689.3%
-403.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.5% | -0.1% | -3.5% |
| 7D | +10.0% | +13.2% | -3.2% | +5.2% |
| 30D | -20.3% | -29.9% | +9.6% | -8.7% |
| 3M | -24.4% | -22.2% | -2.2% | -17.4% |
| 6M | -39.2% | -1.9% | -37.3% | -40.7% |
| YTD | +35.5% | +142.1% | -106.6% | -5.5% |
| 1Y | +43.0% | +151.5% | -108.5% | -1.7% |
| 3Y | +196.3% | +206.9% | -10.7% | +78.2% |
| 5Y | +210.0% | +58.2% | +151.8% | +113.5% |
| All | +286.3% | +689.3% | -403.1% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling