+74.4%
MSI vs PTC
+32.2%
+42.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | +14.8% | +0.8% | +14.0% | +14.6% |
| 3M | +8.8% | +32.1% | -23.3% | +3.8% |
| 6M | +19.3% | +42.6% | -23.3% | +11.9% |
| YTD | +35.3% | +12.0% | +23.4% | +32.3% |
| 1Y | +33.8% | +12.2% | +21.6% | +30.6% |
| 3Y | +74.4% | +31.2% | +43.2% | +57.0% |
| All | +74.4% | +32.2% | +42.3% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling