+3,677.2%
PANW vs MTSI
+1,352.7%
+2,324.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.3% | -7.8% | +0.1% |
| 7D | -3.9% | +7.2% | -11.1% | -5.7% |
| 30D | -17.2% | -18.4% | +1.3% | -13.9% |
| 3M | -12.9% | -16.7% | +3.8% | -10.9% |
| 6M | +56.5% | -31.7% | +88.3% | +64.7% |
| YTD | +81.6% | +45.9% | +35.7% | +55.8% |
| 1Y | +53.2% | +47.0% | +6.2% | +31.1% |
| 3Y | +163.9% | +224.1% | -60.2% | +79.4% |
| 5Y | +295.1% | +238.5% | +56.6% | +160.6% |
| 10Y | +1,186.3% | +512.7% | +673.6% | +540.0% |
| All | +3,677.2% | +1,352.7% | +2,324.5% | +1,353.4% |
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