-20.6%
PFE vs MTSI
+153.3%
-173.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -18.4% | +15.4% | -2.9% |
| 7D | -0.2% | -24.6% | +24.4% | -0.2% |
| 30D | +8.7% | -45.7% | +54.4% | +8.8% |
| 3M | +15.8% | -27.7% | +43.5% | +15.6% |
| 6M | +16.8% | -37.3% | +54.1% | +16.5% |
| YTD | +26.2% | +11.1% | +15.1% | +23.9% |
| 1Y | +29.9% | +27.2% | +2.8% | +26.9% |
| 3Y | +15.9% | +153.7% | -137.7% | +8.9% |
| 5Y | -20.6% | +159.0% | -179.6% | -30.9% |
| All | -20.6% | +153.3% | -173.9% | -30.9% |
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