+183.6%
MTSI vs PENG
+42.1%
+141.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +12.4% | -1.5% | +5.5% |
| 7D | -10.0% | -19.4% | +9.5% | -1.5% |
| 30D | -37.2% | -42.4% | +5.2% | -21.2% |
| 3M | -30.1% | -25.6% | -4.4% | -21.5% |
| 6M | -31.9% | +7.3% | -39.2% | -36.6% |
| YTD | +23.2% | +113.9% | -90.7% | -14.5% |
| 1Y | +26.4% | +93.6% | -67.2% | -8.9% |
| 3Y | +186.2% | +170.2% | +15.9% | +65.0% |
| All | +183.6% | +42.1% | +141.5% | +88.7% |
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 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