+35.6%
PFE vs MTSI
+59.5%
-23.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +4.6% | -10.7% | +15.2% | +4.0% |
| 30D | +12.3% | -29.0% | +41.3% | +10.7% |
| 3M | +21.2% | -14.7% | +35.9% | +20.3% |
| 6M | +21.1% | -20.1% | +41.2% | +19.5% |
| YTD | +30.0% | +36.1% | -6.1% | +29.7% |
| 1Y | +35.6% | +61.7% | -26.2% | +35.0% |
| All | +35.6% | +59.5% | -23.9% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling