+1,208.8%
MTSI vs PNR
+190.1%
+1,018.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.3% |
| 7D | +1.4% | -2.4% | +3.8% | +2.8% |
| 30D | +2.1% | -12.8% | +14.8% | +10.4% |
| 3M | -29.7% | -17.0% | -12.7% | -23.1% |
| 6M | +12.5% | -37.4% | +50.0% | +46.1% |
| YTD | +57.0% | -41.6% | +98.6% | +110.5% |
| 1Y | +103.9% | -44.6% | +148.5% | +182.1% |
| 3Y | +223.6% | -12.1% | +235.7% | +235.4% |
| 5Y | +321.6% | -17.4% | +338.9% | +344.6% |
| 10Y | +517.7% | +64.0% | +453.7% | +321.8% |
| All | +1,208.8% | +190.1% | +1,018.6% | +656.1% |
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 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