+50.7%
PFE vs MTSI
+539.0%
-488.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | -0.2% |
| 7D | -3.0% | +7.2% | -10.1% | -3.4% |
| 30D | +5.2% | -18.4% | +23.7% | +5.9% |
| 3M | +12.2% | -16.7% | +28.9% | +12.6% |
| 6M | +17.8% | -31.7% | +49.5% | +18.9% |
| YTD | +26.2% | +45.9% | -19.7% | +21.3% |
| 1Y | +23.2% | +47.0% | -23.8% | +18.3% |
| 3Y | +21.3% | +224.1% | -202.8% | +8.8% |
| 5Y | -23.1% | +238.5% | -261.6% | -32.1% |
| 10Y | +50.7% | +512.7% | -462.0% | +16.6% |
| All | +50.7% | +539.0% | -488.3% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling