+512.7%
MTSI vs PFGC
+363.4%
+149.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.3% |
| 7D | +7.2% | +1.5% | +5.7% | +6.7% |
| 30D | -18.4% | +17.4% | -35.9% | -22.8% |
| 3M | -16.7% | -2.4% | -14.3% | -16.8% |
| 6M | -31.7% | +18.2% | -49.9% | -36.0% |
| YTD | +45.9% | +23.7% | +22.2% | +34.6% |
| 1Y | +47.0% | +15.0% | +32.0% | +38.5% |
| 3Y | +224.1% | +82.3% | +141.7% | +166.5% |
| 5Y | +238.5% | +131.9% | +106.6% | +157.8% |
| 10Y | +512.7% | +353.0% | +159.7% | +289.1% |
| All | +512.7% | +363.4% | +149.3% | +289.1% |
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