-23.8%
PFE vs MTSI
+206.4%
-230.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.2% |
| 7D | -1.7% | +10.0% | -11.7% | -1.7% |
| 30D | +0.3% | -20.3% | +20.7% | +0.4% |
| 3M | +9.4% | -24.4% | +33.8% | +9.4% |
| 6M | +14.9% | -39.2% | +54.1% | +15.2% |
| YTD | +23.8% | +35.5% | -11.7% | +21.4% |
| 1Y | +19.5% | +43.0% | -23.5% | +17.0% |
| 3Y | +21.0% | +196.3% | -175.2% | +13.7% |
| All | -23.8% | +206.4% | -230.1% | -34.6% |
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 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