+106.9%
MTSI vs PPG
-0.6%
+107.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -4.2% |
| 7D | +4.8% | -5.1% | +9.9% | +6.4% |
| 30D | -9.2% | -9.6% | +0.4% | -6.5% |
| 3M | -23.1% | -6.4% | -16.7% | -21.7% |
| 6M | +23.5% | +0.5% | +23.0% | +21.6% |
| YTD | +59.1% | +4.4% | +54.6% | +56.5% |
| 1Y | +106.9% | -0.9% | +107.8% | +101.5% |
| All | +106.9% | -0.6% | +107.4% | +101.5% |
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