+1,019.2%
MTSI vs PPG
+245.5%
+773.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +7.6% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | -30.3% | +20.5% | -50.9% | -38.3% |
| 3M | -26.0% | +5.3% | -31.3% | -28.9% |
| 6M | -36.1% | +15.8% | -51.9% | -42.6% |
| YTD | +34.3% | +24.6% | +9.7% | +13.6% |
| 1Y | +35.3% | +33.6% | +1.7% | +9.1% |
| 3Y | +217.6% | +5.0% | +212.6% | +193.3% |
| 5Y | +210.1% | -14.0% | +224.1% | +218.6% |
| 10Y | +471.4% | +58.2% | +413.2% | +274.8% |
| All | +1,019.2% | +245.5% | +773.7% | +397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling