+320.4%
MTSI vs PTC
+6.0%
+314.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.5% | +6.4% |
| 7D | +1.4% | -10.3% | +11.7% | +6.7% |
| 30D | +2.1% | +1.1% | +0.9% | +0.7% |
| 3M | -29.7% | +1.6% | -31.3% | -32.2% |
| 6M | +12.5% | -13.5% | +26.0% | +19.0% |
| YTD | +57.0% | -19.1% | +76.1% | +71.4% |
| 1Y | +103.9% | -33.9% | +137.8% | +154.4% |
| 3Y | +223.6% | -3.9% | +227.5% | +197.9% |
| All | +320.4% | +6.0% | +314.3% | +249.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling