+46.2%
MTSI vs PNR
-35.1%
+81.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.8% | +10.4% |
| 7D | +7.2% | -3.7% | +10.9% | +7.9% |
| 30D | -18.4% | +33.1% | -51.6% | -22.4% |
| 3M | -16.7% | +3.7% | -20.4% | -15.8% |
| 6M | -31.7% | -7.7% | -24.0% | -28.4% |
| YTD | +45.9% | -32.4% | +78.3% | +69.6% |
| All | +46.2% | -35.1% | +81.3% | +72.1% |
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