+1,208.8%
MTSI vs PFG
+572.8%
+635.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.3% |
| 7D | +1.4% | +5.5% | -4.1% | -1.9% |
| 30D | +2.1% | +2.4% | -0.3% | +0.5% |
| 3M | -29.7% | +13.6% | -43.3% | -35.4% |
| 6M | +12.5% | +27.9% | -15.4% | -3.6% |
| YTD | +57.0% | +35.6% | +21.5% | +29.4% |
| 1Y | +103.9% | +48.5% | +55.5% | +59.3% |
| 3Y | +223.6% | +66.9% | +156.7% | +133.2% |
| 5Y | +321.6% | +111.0% | +210.6% | +161.8% |
| 10Y | +517.7% | +244.5% | +273.2% | +164.9% |
| All | +1,208.8% | +572.8% | +635.9% | +318.2% |
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