+159.0%
MTSI vs PENG
+31.0%
+128.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -23.0% | +4.7% | -8.6% |
| 7D | -24.6% | -36.7% | +12.1% | -8.8% |
| 30D | -45.7% | -42.0% | -3.7% | -32.5% |
| 3M | -27.7% | -33.2% | +5.5% | -15.1% |
| 6M | -37.3% | +2.1% | -39.4% | -40.3% |
| YTD | +11.1% | +90.3% | -79.2% | -19.0% |
| 1Y | +27.2% | +67.7% | -40.5% | -2.9% |
| 3Y | +153.7% | +154.2% | -0.6% | +50.1% |
| 5Y | +159.0% | +28.3% | +130.7% | +80.6% |
| All | +159.0% | +31.0% | +128.0% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling