+111.0%
MTSI vs PNC
+22.9%
+88.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +4.9% | +2.3% | +2.6% | +4.2% |
| 30D | -11.6% | -3.8% | -7.8% | -10.5% |
| 3M | -24.1% | +7.8% | -31.9% | -25.6% |
| 6M | +32.4% | +19.7% | +12.7% | +24.5% |
| YTD | +60.4% | +19.1% | +41.3% | +49.5% |
| 1Y | +111.0% | +23.1% | +87.8% | +84.4% |
| All | +111.0% | +22.9% | +88.1% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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