+456.5%
PCAR vs MTSI
+1,120.6%
-664.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +3.7% | -10.7% | +14.3% | +5.4% |
| 30D | -2.9% | -29.0% | +26.1% | +1.9% |
| 3M | -21.7% | -14.7% | -7.0% | -21.0% |
| 6M | -6.6% | -20.1% | +13.4% | -5.7% |
| YTD | -2.2% | +36.1% | -38.4% | -10.6% |
| 1Y | +12.2% | +61.7% | -49.5% | -0.7% |
| 3Y | +36.5% | +210.7% | -174.2% | +4.8% |
| 5Y | +113.5% | +212.8% | -99.3% | +60.3% |
| 10Y | +319.4% | +519.2% | -199.8% | +146.3% |
| All | +456.5% | +1,120.6% | -664.1% | +179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling