+330.9%
MTSI vs PPG
-16.3%
+347.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.5% |
| 7D | +1.4% | -1.5% | +2.9% | +2.2% |
| 30D | +2.1% | -5.0% | +7.0% | +5.0% |
| 3M | -29.7% | +1.1% | -30.9% | -30.8% |
| 6M | +12.5% | -3.2% | +15.7% | +13.2% |
| YTD | +57.0% | +11.9% | +45.2% | +43.1% |
| 1Y | +103.9% | +5.3% | +98.6% | +91.8% |
| 3Y | +223.6% | -15.0% | +238.6% | +240.9% |
| All | +330.9% | -16.3% | +347.2% | +334.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling