+502.4%
MTSI vs PPG
+53.6%
+448.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.4% |
| 7D | +29.1% | -0.2% | +29.3% | +29.3% |
| 30D | -20.4% | +17.7% | -38.1% | -28.5% |
| 3M | -20.9% | +7.4% | -28.3% | -24.9% |
| 6M | -32.3% | +16.4% | -48.7% | -39.4% |
| YTD | +43.5% | +22.4% | +21.1% | +22.5% |
| 1Y | +43.8% | +28.6% | +15.2% | +18.5% |
| 3Y | +218.8% | +2.0% | +216.8% | +199.2% |
| 5Y | +228.3% | -15.6% | +244.0% | +241.3% |
| All | +502.4% | +53.6% | +448.7% | +284.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling