-21.5%
PFE vs MTSI
+183.3%
-204.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.5% | -1.6% |
| 7D | -3.7% | -10.0% | +6.3% | -3.7% |
| 30D | +5.0% | -37.2% | +42.2% | +5.1% |
| 3M | +12.2% | -30.1% | +42.2% | +12.2% |
| 6M | +14.6% | -31.9% | +46.5% | +14.3% |
| YTD | +24.1% | +23.2% | +0.9% | +21.8% |
| 1Y | +26.6% | +26.4% | +0.2% | +24.0% |
| 3Y | +14.3% | +186.2% | -171.8% | +7.3% |
| All | -21.5% | +183.3% | -204.8% | -31.9% |
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