+31.8%
PCAR vs MTSI
+181.3%
-149.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.8% | -13.2% | -3.7% |
| 7D | +0.1% | -10.0% | +10.1% | +1.0% |
| 30D | -4.6% | -37.2% | +32.6% | +0.7% |
| 3M | -22.6% | -30.1% | +7.5% | -19.9% |
| 6M | -12.0% | -31.9% | +19.9% | -9.5% |
| YTD | -6.1% | +23.2% | -29.3% | -13.5% |
| 1Y | +6.3% | +26.4% | -20.1% | -2.7% |
| 3Y | +31.8% | +186.2% | -154.4% | -7.3% |
| All | +31.8% | +181.3% | -149.5% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling