+471.4%
MTSI vs PFG
+203.0%
+268.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.0% | +5.0% | +6.8% |
| 7D | +3.5% | +2.3% | +1.2% | +2.6% |
| 30D | -30.3% | +7.6% | -37.9% | -33.0% |
| 3M | -26.0% | +2.5% | -28.5% | -27.4% |
| 6M | -36.1% | +16.6% | -52.7% | -42.3% |
| YTD | +34.3% | +34.1% | +0.2% | +11.2% |
| 1Y | +35.3% | +44.1% | -8.8% | +7.4% |
| 3Y | +217.6% | +86.3% | +131.4% | +115.3% |
| 5Y | +210.1% | +101.6% | +108.5% | +97.9% |
| 10Y | +471.4% | +197.9% | +273.6% | +190.9% |
| All | +471.4% | +203.0% | +268.4% | +190.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling