+234.3%
MTSI vs PNC
+134.6%
+99.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | +1.4% | 0.0% | +0.7% |
| 30D | +2.1% | -3.8% | +5.9% | +4.1% |
| 3M | -29.7% | +9.0% | -38.7% | -33.0% |
| 6M | +12.5% | +16.6% | -4.1% | +3.5% |
| YTD | +57.0% | +20.4% | +36.6% | +40.6% |
| 1Y | +103.9% | +22.3% | +81.6% | +80.8% |
| All | +234.3% | +134.6% | +99.7% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling