+43.0%
MTSI vs PTEN
+90.8%
-47.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.8% | -8.4% | -6.0% |
| 7D | +10.0% | +10.6% | -0.6% | +8.1% |
| 30D | -20.3% | -4.9% | -15.4% | -19.8% |
| 3M | -24.4% | +1.4% | -25.9% | -24.2% |
| 6M | -39.2% | -7.0% | -32.2% | -39.3% |
| YTD | +35.5% | +84.8% | -49.3% | +18.3% |
| 1Y | +43.0% | +95.7% | -52.6% | +20.7% |
| All | +43.0% | +90.8% | -47.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 1y: compounded portfolio wealth divided by compounded PTEN 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…
1y analysis · Full analysis span regression · 6 months rolling