+158.2%
MTSI vs PTC
+31.8%
+126.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.3% | -18.1% | -18.3% |
| 7D | -24.6% | -0.1% | -24.5% | -24.6% |
| 30D | -45.7% | +0.8% | -46.5% | -45.8% |
| 3M | -27.7% | +39.6% | -67.3% | -34.0% |
| 6M | -37.3% | +41.5% | -78.8% | -43.3% |
| YTD | +11.1% | +11.7% | -0.6% | +13.4% |
| 1Y | +27.2% | +2.4% | +24.7% | +36.1% |
| All | +158.2% | +31.8% | +126.3% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling