+827.7%
MTSI vs PFGC
+419.1%
+408.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +1.4% | -2.2% | +3.6% | +2.0% |
| 30D | +2.1% | -11.9% | +14.0% | +5.8% |
| 3M | -29.7% | +5.0% | -34.7% | -31.2% |
| 6M | +12.5% | +8.6% | +3.9% | +8.9% |
| YTD | +57.0% | +9.7% | +47.3% | +51.3% |
| 1Y | +103.9% | -6.3% | +110.2% | +105.3% |
| 3Y | +223.6% | +58.2% | +165.4% | +179.7% |
| 5Y | +321.6% | +110.4% | +211.1% | +233.2% |
| 10Y | +517.7% | +272.8% | +245.0% | +307.4% |
| All | +827.7% | +419.1% | +408.6% | +497.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling