+111.7%
MTSI vs PNR
-46.2%
+158.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.9% |
| 7D | +4.9% | -3.0% | +7.9% | +5.7% |
| 30D | -11.6% | -14.9% | +3.3% | -7.5% |
| 3M | -24.1% | -19.0% | -5.0% | -19.4% |
| 6M | +32.4% | -35.9% | +68.4% | +55.4% |
| YTD | +60.4% | -43.1% | +103.6% | +95.1% |
| All | +111.7% | -46.2% | +158.0% | +168.0% |
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 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