+20.9%
PFE vs MTSI
+210.0%
-189.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.4% |
| 7D | -0.7% | -3.8% | +3.1% | -0.7% |
| 30D | +5.3% | -31.4% | +36.7% | +4.8% |
| 3M | +10.1% | -23.8% | +33.9% | +9.7% |
| 6M | +18.0% | -37.1% | +55.1% | +17.5% |
| YTD | +25.8% | +32.2% | -6.4% | +24.5% |
| 1Y | +28.4% | +26.9% | +1.5% | +27.1% |
| 3Y | +20.9% | +193.7% | -172.8% | +18.4% |
| All | +20.9% | +210.0% | -189.1% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling