+926.7%
MTSI vs PFG
+539.5%
+387.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.5% | +11.8% |
| 7D | -10.0% | -0.6% | -9.3% | -9.5% |
| 30D | -37.2% | +2.0% | -39.2% | -38.0% |
| 3M | -30.1% | -3.2% | -26.9% | -29.3% |
| 6M | -31.9% | +10.9% | -42.8% | -37.0% |
| YTD | +23.2% | +28.8% | -5.7% | +4.0% |
| 1Y | +26.4% | +39.2% | -12.8% | +2.0% |
| 3Y | +186.2% | +75.0% | +111.1% | +100.1% |
| 5Y | +187.0% | +91.9% | +95.1% | +87.5% |
| 10Y | +460.4% | +202.3% | +258.1% | +158.4% |
| All | +926.7% | +539.5% | +387.1% | +236.0% |
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 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