+564.4%
MTSI vs PR
+169.5%
+394.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | +1.4% | +2.9% | -1.5% | +1.0% |
| 30D | +2.1% | +18.0% | -16.0% | -0.4% |
| 3M | -29.7% | +16.9% | -46.6% | -31.4% |
| 6M | +12.5% | +28.2% | -15.7% | +7.9% |
| YTD | +57.0% | +69.3% | -12.3% | +44.4% |
| 1Y | +103.9% | +69.5% | +34.4% | +87.4% |
| 3Y | +223.6% | +81.7% | +141.9% | +193.2% |
| 5Y | +321.6% | +422.2% | -100.7% | +229.0% |
| 10Y | +517.7% | +110.4% | +407.3% | +455.6% |
| All | +564.4% | +169.5% | +394.9% | +472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling