+193.7%
MTSI vs PFG
+86.4%
+107.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.8% |
| 7D | -3.8% | +3.0% | -6.8% | -4.7% |
| 30D | -31.4% | +8.2% | -39.5% | -33.5% |
| 3M | -23.8% | +2.7% | -26.4% | -24.8% |
| 6M | -37.1% | +17.2% | -54.3% | -42.9% |
| YTD | +32.2% | +34.8% | -2.5% | +9.3% |
| 1Y | +26.9% | +43.6% | -16.6% | +0.7% |
| 3Y | +193.7% | +85.4% | +108.3% | +86.5% |
| All | +193.7% | +86.4% | +107.3% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling