+1,137.4%
PANW vs MTSI
+498.4%
+639.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | +2.5% | +29.1% | -26.6% | -3.4% |
| 30D | -18.7% | -20.4% | +1.7% | -15.2% |
| 3M | -16.6% | -20.9% | +4.3% | -13.8% |
| 6M | +49.7% | -32.3% | +81.9% | +57.6% |
| YTD | +75.2% | +43.5% | +31.7% | +51.2% |
| 1Y | +53.6% | +43.8% | +9.8% | +32.3% |
| 3Y | +154.6% | +218.8% | -64.2% | +74.5% |
| 5Y | +275.8% | +228.3% | +47.4% | +150.2% |
| All | +1,137.4% | +498.4% | +639.0% | +519.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling