+293.0%
PCAR vs MTSI
+512.4%
-219.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.0% | -5.3% | +2.3% |
| 7D | +2.9% | +3.5% | -0.6% | +1.9% |
| 30D | -2.1% | -30.3% | +28.2% | +2.5% |
| 3M | -20.4% | -26.0% | +5.6% | -18.0% |
| 6M | -7.0% | -36.1% | +29.1% | -2.8% |
| YTD | -2.6% | +34.3% | -36.9% | -10.9% |
| 1Y | +9.8% | +35.3% | -25.5% | +0.2% |
| 3Y | +37.3% | +217.6% | -180.4% | +5.4% |
| 5Y | +116.4% | +210.1% | -93.7% | +63.3% |
| 10Y | +293.0% | +471.4% | -178.5% | +138.8% |
| All | +293.0% | +512.4% | -219.4% | +138.8% |
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