+539.5%
MTSI vs PNR
+62.2%
+477.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.9% |
| 7D | +4.9% | -3.0% | +7.9% | +6.9% |
| 30D | -11.6% | -14.9% | +3.3% | -2.2% |
| 3M | -24.1% | -19.0% | -5.0% | -14.8% |
| 6M | +32.4% | -35.9% | +68.4% | +73.1% |
| YTD | +60.4% | -43.1% | +103.6% | +125.4% |
| 1Y | +111.0% | -46.4% | +157.4% | +208.2% |
| 3Y | +246.1% | -10.8% | +257.0% | +251.7% |
| 5Y | +340.3% | -18.9% | +359.2% | +368.0% |
| 10Y | +539.5% | +64.4% | +475.1% | +303.0% |
| All | +539.5% | +62.2% | +477.3% | +303.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling