+151.8%
PFE vs MTSI
+1,308.1%
-1,156.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.5% |
| 7D | +1.8% | +1.4% | +0.4% | +1.7% |
| 30D | +10.2% | +2.1% | +8.1% | +9.9% |
| 3M | +12.7% | -29.7% | +42.4% | +14.5% |
| 6M | +10.5% | +12.5% | -2.0% | +8.6% |
| YTD | +20.2% | +57.0% | -36.9% | +15.3% |
| 1Y | +24.1% | +103.9% | -79.9% | +16.7% |
| 3Y | -3.6% | +223.6% | -227.1% | -13.5% |
| 5Y | -20.9% | +321.6% | -342.4% | -31.3% |
| 10Y | +35.8% | +517.7% | -481.9% | +5.5% |
| All | +151.8% | +1,308.1% | -1,156.3% | +81.6% |
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 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