+3,663.5%
PANW vs MTSI
+1,463.7%
+2,199.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.4% |
| 7D | -10.3% | +1.4% | -11.7% | -10.6% |
| 30D | -8.1% | +2.1% | -10.2% | -9.2% |
| 3M | +19.3% | -29.7% | +49.1% | +27.8% |
| 6M | +110.2% | +12.5% | +97.6% | +98.0% |
| YTD | +80.9% | +57.0% | +23.9% | +55.4% |
| 1Y | +73.3% | +103.9% | -30.7% | +38.3% |
| 3Y | +174.6% | +223.6% | -49.0% | +90.2% |
| 5Y | +327.1% | +321.6% | +5.5% | +172.8% |
| 10Y | +1,277.3% | +517.7% | +759.6% | +596.4% |
| All | +3,663.5% | +1,463.7% | +2,199.9% | +1,349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling