+475.9%
MTSI vs PR
+160.5%
+315.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.1% |
| 7D | -10.7% | -12.1% | +1.5% | -9.1% |
| 30D | -29.0% | +0.9% | -29.9% | -29.1% |
| 3M | -14.7% | +10.1% | -24.8% | -16.1% |
| 6M | -20.1% | +1.1% | -21.2% | -20.7% |
| YTD | +36.1% | +63.7% | -27.5% | +25.6% |
| 1Y | +61.7% | +87.0% | -25.3% | +46.3% |
| 3Y | +210.7% | +70.7% | +139.9% | +183.8% |
| 5Y | +212.8% | +246.8% | -34.0% | +155.7% |
| 10Y | +519.2% | +72.6% | +446.6% | +470.4% |
| All | +475.9% | +160.5% | +315.5% | +397.8% |
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