+288.0%
MTSI vs PENG
+705.8%
-417.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.1% | +8.1% | +2.3% |
| 7D | -10.7% | -20.5% | +9.8% | -3.1% |
| 30D | -29.0% | -20.4% | -8.6% | -23.5% |
| 3M | -14.7% | -16.4% | +1.7% | -9.6% |
| 6M | -20.1% | +49.2% | -69.3% | -33.4% |
| YTD | +36.1% | +147.2% | -111.1% | -6.3% |
| 1Y | +61.7% | +124.7% | -62.9% | +14.8% |
| 3Y | +210.7% | +230.3% | -19.6% | +81.2% |
| 5Y | +212.8% | +71.4% | +141.4% | +108.7% |
| All | +288.0% | +705.8% | -417.8% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling