+216.2%
MTSI vs PR
+69.4%
+146.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +1.4% |
| 7D | -10.7% | -12.1% | +1.5% | -6.5% |
| 30D | -29.0% | +0.9% | -29.9% | -29.3% |
| 3M | -14.7% | +10.1% | -24.8% | -18.6% |
| 6M | -20.1% | +1.1% | -21.2% | -21.7% |
| YTD | +36.1% | +63.7% | -27.5% | +3.1% |
| 1Y | +61.7% | +87.0% | -25.3% | +13.3% |
| All | +216.2% | +69.4% | +146.8% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling