+27.2%
MTSI vs PR
+80.0%
-52.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.9% | -13.5% | -18.3% |
| 7D | -24.6% | -16.5% | -8.0% | -25.0% |
| 30D | -45.7% | -4.5% | -41.2% | -45.2% |
| 3M | -27.7% | +8.5% | -36.3% | -26.3% |
| 6M | -37.3% | -3.3% | -34.0% | -36.0% |
| YTD | +11.1% | +55.7% | -44.6% | +5.5% |
| 1Y | +27.2% | +82.0% | -54.9% | +4.5% |
| All | +27.2% | +80.0% | -52.8% | +4.5% |
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