-31.9%
MTSI vs PNC
+2.6%
-34.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +10.8% |
| 7D | -10.0% | -1.1% | -8.9% | -9.4% |
| 30D | -37.2% | +4.5% | -41.7% | -35.8% |
| 3M | -30.1% | -10.0% | -20.0% | -30.0% |
| 6M | -31.9% | +3.1% | -35.0% | -26.9% |
| All | -31.9% | +2.6% | -34.5% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling