+662.2%
MSI vs PTC
+313.0%
+349.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.6% | +0.8% | +1.7% | +2.3% |
| 30D | +18.1% | +1.2% | +16.9% | +17.7% |
| 3M | +13.2% | +32.6% | -19.4% | +2.7% |
| 6M | +36.3% | +36.1% | +0.2% | +21.8% |
| YTD | +39.5% | +12.7% | +26.9% | +31.4% |
| 1Y | +36.9% | +10.2% | +26.7% | +29.7% |
| 3Y | +76.1% | +29.4% | +46.7% | +53.7% |
| 5Y | +123.7% | +61.1% | +62.6% | +77.6% |
| All | +662.2% | +313.0% | +349.3% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling