+61.7%
MTSI vs PNR
-31.2%
+92.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.4% |
| 7D | -10.7% | +11.9% | -22.6% | -12.2% |
| 30D | -29.0% | +37.1% | -66.1% | -32.7% |
| 3M | -14.7% | +5.7% | -20.4% | -13.8% |
| 6M | -20.1% | -5.7% | -14.4% | -16.4% |
| YTD | +36.1% | -29.8% | +65.9% | +57.4% |
| 1Y | +61.7% | -31.8% | +93.5% | +90.9% |
| All | +61.7% | -31.2% | +92.9% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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