+71.2%
MSI vs PTC
-2.9%
+74.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | +0.2% |
| 7D | -3.7% | -10.3% | +6.6% | -1.8% |
| 30D | +6.8% | +1.1% | +5.7% | +6.5% |
| 3M | +14.3% | +1.6% | +12.7% | +13.5% |
| 6M | -1.6% | -13.5% | +11.9% | +0.4% |
| YTD | +22.8% | -19.1% | +41.8% | +26.8% |
| 1Y | -1.1% | -33.9% | +32.8% | +6.6% |
| All | +71.2% | -2.9% | +74.1% | +59.4% |
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