+106.6%
PCAR vs MTSI
+183.3%
-76.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.8% | -13.2% | -4.1% |
| 7D | +0.1% | -10.0% | +10.1% | +1.3% |
| 30D | -4.6% | -37.2% | +32.6% | +2.1% |
| 3M | -22.6% | -30.1% | +7.5% | -19.3% |
| 6M | -12.0% | -31.9% | +19.9% | -9.0% |
| YTD | -6.1% | +23.2% | -29.3% | -15.0% |
| 1Y | +6.3% | +26.4% | -20.1% | -4.6% |
| 3Y | +31.8% | +186.2% | -154.4% | -7.8% |
| All | +106.6% | +183.3% | -76.7% | +31.3% |
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