+826.3%
MTSI vs PFG
+550.6%
+275.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.8% | -14.5% | -16.2% |
| 7D | -24.6% | -0.7% | -23.9% | -24.0% |
| 30D | -45.7% | +2.8% | -48.6% | -46.6% |
| 3M | -27.7% | -1.0% | -26.7% | -27.8% |
| 6M | -37.3% | +13.6% | -50.9% | -42.7% |
| YTD | +11.1% | +31.1% | -19.9% | -7.0% |
| 1Y | +27.2% | +43.8% | -16.6% | +1.0% |
| 3Y | +153.7% | +75.0% | +78.6% | +77.7% |
| 5Y | +159.0% | +95.2% | +63.7% | +67.7% |
| 10Y | +405.6% | +207.5% | +198.1% | +131.2% |
| All | +826.3% | +550.6% | +275.7% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling