+28.9%
MTSI vs PFGC
+12.0%
+16.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.0% | +5.0% | +8.7% |
| 7D | +3.5% | +10.8% | -7.3% | +2.8% |
| 30D | -30.3% | +17.8% | -48.1% | -31.6% |
| 3M | -26.0% | -2.7% | -23.3% | -25.0% |
| 6M | -36.1% | +20.0% | -56.1% | -39.9% |
| YTD | +34.3% | +24.3% | +10.0% | +25.7% |
| All | +28.9% | +12.0% | +16.9% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling