+1,208.8%
MTSI vs PTEN
-10.5%
+1,219.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | +2.1% | +31.2% | -29.1% | -4.3% |
| 3M | -29.7% | +2.0% | -31.8% | -30.6% |
| 6M | +12.5% | +42.4% | -29.9% | +1.5% |
| YTD | +57.0% | +109.2% | -52.2% | +29.1% |
| 1Y | +103.9% | +122.3% | -18.4% | +64.6% |
| 3Y | +223.6% | -5.6% | +229.1% | +205.0% |
| 5Y | +321.6% | +86.5% | +235.1% | +217.4% |
| 10Y | +517.7% | -22.1% | +539.8% | +346.1% |
| All | +1,208.8% | -10.5% | +1,219.3% | +718.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling