+206.9%
MTSI vs PFG
+92.7%
+114.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.8% |
| 7D | +10.0% | +2.4% | +7.6% | +8.6% |
| 30D | -20.3% | +5.9% | -26.2% | -22.7% |
| 3M | -24.4% | -0.4% | -24.0% | -24.6% |
| 6M | -39.2% | +14.8% | -54.0% | -44.9% |
| YTD | +35.5% | +31.9% | +3.6% | +11.8% |
| 1Y | +43.0% | +38.8% | +4.2% | +14.2% |
| 3Y | +196.3% | +82.4% | +113.9% | +95.1% |
| All | +206.9% | +92.7% | +114.1% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling