+61.7%
MTSI vs PTC
+0.1%
+61.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -0.9% |
| 7D | -10.7% | +0.1% | -10.8% | -10.6% |
| 30D | -29.0% | +1.5% | -30.5% | -28.9% |
| 3M | -14.7% | +37.8% | -52.5% | -9.7% |
| 6M | -20.1% | +41.2% | -61.3% | -11.3% |
| YTD | +36.1% | +12.0% | +24.1% | +40.2% |
| 1Y | +61.7% | +1.6% | +60.1% | +58.5% |
| All | +61.7% | +0.1% | +61.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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