+206.9%
MTSI vs PFGC
+138.1%
+68.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.1% |
| 7D | +10.0% | +3.4% | +6.6% | +8.5% |
| 30D | -20.3% | +16.9% | -37.3% | -26.7% |
| 3M | -24.4% | +6.4% | -30.8% | -27.3% |
| 6M | -39.2% | +16.0% | -55.2% | -44.8% |
| YTD | +35.5% | +23.6% | +11.9% | +18.2% |
| 1Y | +43.0% | +16.6% | +26.4% | +28.4% |
| 3Y | +196.3% | +82.3% | +114.0% | +108.3% |
| All | +206.9% | +138.1% | +68.8% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling