+210.1%
MTSI vs PTC
+55.4%
+154.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.9% |
| 7D | +3.5% | +0.8% | +2.7% | +3.2% |
| 30D | -30.3% | +0.7% | -31.0% | -30.5% |
| 3M | -26.0% | +32.6% | -58.6% | -36.2% |
| 6M | -36.1% | +33.6% | -69.7% | -46.1% |
| YTD | +34.3% | +12.4% | +21.8% | +24.9% |
| 1Y | +35.3% | +11.2% | +24.0% | +26.7% |
| 3Y | +217.6% | +31.7% | +186.0% | +149.5% |
| 5Y | +210.1% | +60.1% | +150.0% | +114.3% |
| All | +210.1% | +55.4% | +154.7% | +114.3% |
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