+206.9%
MTSI vs PTC
+60.7%
+146.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.5% |
| 7D | +10.0% | +0.5% | +9.5% | +9.8% |
| 30D | -20.3% | +1.2% | -21.6% | -20.7% |
| 3M | -24.4% | +27.4% | -51.8% | -33.3% |
| 6M | -39.2% | +39.2% | -78.4% | -49.9% |
| YTD | +35.5% | +12.5% | +23.0% | +26.0% |
| 1Y | +43.0% | +12.3% | +30.8% | +33.1% |
| 3Y | +196.3% | +28.8% | +167.4% | +136.5% |
| All | +206.9% | +60.7% | +146.2% | +110.1% |
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