+172.5%
PFE vs MTSI
+1,120.6%
-948.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +4.6% | -10.7% | +15.2% | +5.1% |
| 30D | +12.3% | -29.0% | +41.3% | +14.2% |
| 3M | +21.2% | -14.7% | +35.9% | +21.5% |
| 6M | +21.1% | -20.1% | +41.2% | +21.2% |
| YTD | +30.0% | +36.1% | -6.1% | +25.2% |
| 1Y | +35.6% | +61.7% | -26.2% | +28.9% |
| 3Y | +19.5% | +210.7% | -191.2% | +6.7% |
| 5Y | -9.3% | +212.8% | -222.2% | -20.0% |
| 10Y | +70.4% | +519.2% | -448.8% | +31.4% |
| All | +172.5% | +1,120.6% | -948.0% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling