+61.7%
MTSI vs PFG
+46.8%
+14.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -0.4% |
| 7D | -10.7% | +4.9% | -15.5% | -10.0% |
| 30D | -29.0% | +5.7% | -34.6% | -28.2% |
| 3M | -14.7% | +2.6% | -17.3% | -14.1% |
| 6M | -20.1% | +19.8% | -39.9% | -21.7% |
| YTD | +36.1% | +36.3% | -0.2% | +24.4% |
| 1Y | +61.7% | +47.9% | +13.9% | +38.7% |
| All | +61.7% | +46.8% | +14.9% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling