+47.0%
MTSI vs PTC
+10.6%
+36.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.2% | +10.5% | +10.3% |
| 7D | +7.2% | +0.5% | +6.7% | +7.2% |
| 30D | -18.4% | +0.9% | -19.3% | -18.4% |
| 3M | -16.7% | +30.4% | -47.1% | -13.6% |
| 6M | -31.7% | +34.4% | -66.1% | -24.5% |
| YTD | +45.9% | +12.6% | +33.3% | +63.7% |
| 1Y | +47.0% | +10.2% | +36.8% | +67.7% |
| All | +47.0% | +10.6% | +36.3% | +67.7% |
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