+451.3%
MTSI vs PTC
+334.9%
+116.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.2% | +10.6% | +10.7% |
| 7D | -10.0% | -0.2% | -9.7% | -9.8% |
| 30D | -37.2% | +0.8% | -38.0% | -37.4% |
| 3M | -30.1% | +32.1% | -62.2% | -43.9% |
| 6M | -31.9% | +42.6% | -74.5% | -49.9% |
| YTD | +23.2% | +12.0% | +11.2% | +5.1% |
| 1Y | +26.4% | +12.2% | +14.2% | +7.7% |
| 3Y | +186.2% | +31.2% | +154.9% | +110.4% |
| 5Y | +187.0% | +54.9% | +132.2% | +84.3% |
| All | +451.3% | +334.9% | +116.4% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling