+61.7%
MTSI vs PPG
+38.5%
+23.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -2.0% |
| 7D | -10.7% | +7.5% | -18.1% | -12.2% |
| 30D | -29.0% | +20.9% | -49.9% | -32.6% |
| 3M | -14.7% | +8.7% | -23.4% | -16.4% |
| 6M | -20.1% | +23.8% | -43.9% | -25.4% |
| YTD | +36.1% | +26.5% | +9.6% | +28.9% |
| 1Y | +61.7% | +37.6% | +24.2% | +57.9% |
| All | +61.7% | +38.5% | +23.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling