+451.3%
MTSI vs PFGC
+347.9%
+103.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.0% | +12.8% | +11.4% |
| 7D | -10.0% | +8.5% | -18.5% | -12.6% |
| 30D | -37.2% | +15.0% | -52.2% | -40.2% |
| 3M | -30.1% | -6.2% | -23.9% | -29.4% |
| 6M | -31.9% | +15.7% | -47.6% | -35.8% |
| YTD | +23.2% | +19.6% | +3.6% | +14.7% |
| 1Y | +26.4% | +13.2% | +13.2% | +19.5% |
| 3Y | +186.2% | +77.0% | +109.2% | +137.5% |
| 5Y | +187.0% | +121.5% | +65.6% | +121.3% |
| All | +451.3% | +347.9% | +103.4% | +261.5% |
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