+512.4%
MTSI vs PTC
+312.8%
+199.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.2% | +10.5% | +10.4% |
| 7D | +7.2% | +0.5% | +6.7% | +6.9% |
| 30D | -18.4% | +0.9% | -19.3% | -18.8% |
| 3M | -16.7% | +30.4% | -47.1% | -32.5% |
| 6M | -31.7% | +34.4% | -66.1% | -47.7% |
| YTD | +45.9% | +12.6% | +33.3% | +24.0% |
| 1Y | +47.0% | +10.2% | +36.8% | +26.9% |
| 3Y | +224.1% | +29.4% | +194.7% | +140.8% |
| 5Y | +238.5% | +63.7% | +174.8% | +108.8% |
| All | +512.4% | +312.8% | +199.6% | +82.2% |
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