+581.1%
MTSI vs PPG
+23.8%
+557.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.5% | +5.6% |
| 7D | +11.1% | -3.7% | +14.8% | +13.6% |
| 30D | -3.7% | -7.2% | +3.5% | +0.6% |
| 3M | -20.2% | -7.3% | -12.9% | -17.1% |
| 6M | +30.8% | +0.3% | +30.6% | +28.1% |
| YTD | +67.0% | +6.5% | +60.5% | +56.4% |
| 1Y | +120.4% | +0.5% | +119.9% | +112.7% |
| 3Y | +260.4% | -15.3% | +275.7% | +281.6% |
| 5Y | +356.3% | -22.9% | +379.2% | +401.7% |
| 10Y | +581.1% | +28.4% | +552.7% | +410.9% |
| All | +581.1% | +23.8% | +557.2% | +410.9% |
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 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