+926.7%
MTSI vs PNC
+472.5%
+454.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +11.2% |
| 7D | -10.0% | -1.1% | -8.9% | -9.3% |
| 30D | -37.2% | +4.5% | -41.7% | -38.8% |
| 3M | -30.1% | -10.0% | -20.0% | -25.8% |
| 6M | -31.9% | +3.1% | -35.0% | -33.7% |
| YTD | +23.2% | +11.5% | +11.6% | +14.0% |
| 1Y | +26.4% | +27.3% | -0.9% | +8.2% |
| 3Y | +186.2% | +106.4% | +79.8% | +81.1% |
| 5Y | +187.0% | +31.1% | +155.9% | +132.2% |
| 10Y | +460.4% | +231.3% | +229.1% | +131.0% |
| All | +926.7% | +472.5% | +454.2% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling