+826.3%
MTSI vs PTC
+591.3%
+235.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.3% | -18.1% | -18.2% |
| 7D | -24.6% | -0.1% | -24.5% | -24.5% |
| 30D | -45.7% | +0.8% | -46.5% | -45.9% |
| 3M | -27.7% | +39.6% | -67.3% | -42.7% |
| 6M | -37.3% | +41.5% | -78.8% | -52.3% |
| YTD | +11.1% | +11.7% | -0.6% | -4.1% |
| 1Y | +27.2% | +2.4% | +24.7% | +14.8% |
| 3Y | +153.7% | +31.9% | +121.7% | +93.1% |
| 5Y | +159.0% | +54.5% | +104.5% | +77.4% |
| 10Y | +405.6% | +342.1% | +63.5% | +102.1% |
| All | +826.3% | +591.3% | +235.0% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling