+471.4%
MTSI vs PFGC
+360.0%
+111.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.0% | +5.0% | +7.9% |
| 7D | +3.5% | +10.8% | -7.3% | 0.0% |
| 30D | -30.3% | +17.8% | -48.1% | -34.1% |
| 3M | -26.0% | -2.7% | -23.3% | -26.0% |
| 6M | -36.1% | +20.0% | -56.1% | -40.4% |
| YTD | +34.3% | +24.3% | +10.0% | +23.7% |
| 1Y | +35.3% | +13.2% | +22.1% | +28.0% |
| 3Y | +217.6% | +85.9% | +131.7% | +159.8% |
| 5Y | +210.1% | +141.0% | +69.1% | +133.6% |
| 10Y | +471.4% | +370.6% | +100.8% | +261.4% |
| All | +471.4% | +360.0% | +111.5% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling