+6.3%
PCAR vs MTSI
+38.8%
-32.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.8% | -13.2% | -3.1% |
| 7D | +0.1% | -10.0% | +10.1% | +0.7% |
| 30D | -4.6% | -37.2% | +32.6% | -1.1% |
| 3M | -22.6% | -30.1% | +7.5% | -20.7% |
| 6M | -12.0% | -31.9% | +19.9% | -9.8% |
| YTD | -6.1% | +23.2% | -29.3% | -9.9% |
| 1Y | +6.3% | +26.4% | -20.1% | +1.3% |
| All | +6.3% | +38.8% | -32.5% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling