+1,002.1%
MTSI vs PNR
+237.2%
+764.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -3.8% | -0.1% | -3.7% | -3.5% |
| 30D | -31.4% | +33.4% | -64.7% | -42.7% |
| 3M | -23.8% | +4.9% | -28.6% | -27.1% |
| 6M | -37.1% | -8.5% | -28.5% | -35.8% |
| YTD | +32.2% | -32.1% | +64.4% | +60.2% |
| 1Y | +26.9% | -35.0% | +61.9% | +57.7% |
| 3Y | +193.7% | +17.6% | +176.2% | +153.3% |
| 5Y | +218.0% | +0.9% | +217.2% | +194.9% |
| 10Y | +477.8% | +101.4% | +376.4% | +249.1% |
| All | +1,002.1% | +237.2% | +764.9% | +475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling