+109.2%
PCAR vs MTSI
+153.3%
-44.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -18.4% | +16.8% | +1.4% |
| 7D | +2.2% | -24.6% | +26.8% | +6.5% |
| 30D | -4.4% | -45.7% | +41.3% | +4.9% |
| 3M | -21.4% | -27.7% | +6.3% | -19.0% |
| 6M | -7.3% | -37.3% | +30.0% | -2.9% |
| YTD | -3.8% | +11.1% | -14.9% | -11.3% |
| 1Y | +6.3% | +27.2% | -20.9% | -5.3% |
| 3Y | +34.4% | +153.7% | -119.3% | -3.8% |
| 5Y | +109.2% | +159.0% | -49.8% | +35.1% |
| All | +109.2% | +153.3% | -44.1% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling