+172.3%
PCAR vs MTSI
+320.9%
-148.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.5% |
| 7D | -0.5% | +1.4% | -1.9% | -0.8% |
| 30D | -6.2% | +2.1% | -8.3% | -7.1% |
| 3M | +5.9% | -29.7% | +35.6% | +12.3% |
| 6M | +0.4% | +12.5% | -12.1% | -4.3% |
| YTD | +14.8% | +57.0% | -42.2% | +1.5% |
| 1Y | +30.1% | +103.9% | -73.8% | +7.6% |
| 3Y | +66.7% | +223.6% | -156.9% | +17.2% |
| All | +172.3% | +320.9% | -148.6% | +63.3% |
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 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