+595.0%
MSI vs PTC
+204.7%
+390.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.6% |
| 7D | -5.8% | -12.8% | +7.0% | -1.9% |
| 30D | -1.0% | -9.8% | +8.8% | +1.9% |
| 3M | +14.2% | -2.1% | +16.2% | +13.9% |
| 6M | +1.0% | -18.1% | +19.1% | +6.2% |
| YTD | +21.5% | -23.5% | +45.0% | +29.9% |
| 1Y | -2.1% | -37.4% | +35.2% | +11.3% |
| 3Y | +69.3% | -7.2% | +76.6% | +64.7% |
| 5Y | +99.3% | +2.7% | +96.6% | +83.0% |
| 10Y | +595.0% | +203.4% | +391.6% | +318.9% |
| All | +595.0% | +204.7% | +390.3% | +318.9% |
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