+477.8%
MTSI vs PR
+65.1%
+412.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.7% |
| 7D | -3.8% | -9.5% | +5.7% | -2.4% |
| 30D | -31.4% | -5.7% | -25.7% | -30.7% |
| 3M | -23.8% | +3.0% | -26.7% | -24.1% |
| 6M | -37.1% | +11.8% | -48.9% | -38.3% |
| YTD | +32.2% | +58.5% | -26.3% | +22.7% |
| 1Y | +26.9% | +69.9% | -42.9% | +16.5% |
| 3Y | +193.7% | +84.9% | +108.8% | +166.3% |
| 5Y | +218.0% | +246.4% | -28.4% | +160.5% |
| 10Y | +477.8% | +70.3% | +407.5% | +474.4% |
| All | +477.8% | +65.1% | +412.7% | +474.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling