+468.8%
MTSI vs PFGC
+351.0%
+117.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -5.9% |
| 7D | +10.0% | +3.4% | +6.6% | +9.0% |
| 30D | -20.3% | +16.9% | -37.3% | -24.5% |
| 3M | -24.4% | +6.4% | -30.8% | -26.3% |
| 6M | -39.2% | +16.0% | -55.2% | -42.7% |
| YTD | +35.5% | +23.6% | +11.9% | +25.0% |
| 1Y | +43.0% | +16.6% | +26.4% | +34.1% |
| 3Y | +196.3% | +82.3% | +114.0% | +143.6% |
| 5Y | +210.0% | +138.7% | +71.3% | +134.5% |
| All | +468.8% | +351.0% | +117.8% | +260.4% |
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