+103.9%
MTSI vs PR
+76.5%
+27.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.5% |
| 7D | +1.4% | +2.9% | -1.5% | +1.4% |
| 30D | +2.1% | +18.0% | -16.0% | +1.6% |
| 3M | -29.7% | +16.9% | -46.6% | -29.6% |
| 6M | +12.5% | +28.2% | -15.7% | +7.5% |
| YTD | +57.0% | +69.3% | -12.3% | +35.3% |
| 1Y | +103.9% | +69.5% | +34.4% | +66.2% |
| All | +103.9% | +76.5% | +27.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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