+347.7%
MTSI vs PENG
+762.7%
-415.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -3.0% | +1.1% |
| 7D | +1.4% | +4.5% | -3.2% | -0.3% |
| 30D | +2.1% | -7.1% | +9.2% | +5.0% |
| 3M | -29.7% | -27.3% | -2.5% | -23.2% |
| 6M | +12.5% | +169.6% | -157.1% | -23.6% |
| YTD | +57.0% | +164.6% | -107.6% | +6.3% |
| 1Y | +103.9% | +109.5% | -5.5% | +47.9% |
| 3Y | +223.6% | +98.9% | +124.6% | +113.1% |
| 5Y | +321.6% | +116.3% | +205.3% | +160.6% |
| All | +347.7% | +762.7% | -415.0% | +119.2% |
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