-16.0%
PCG vs MTSI
+59.5%
-75.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | +1.9% | -10.7% | +12.6% | +2.1% |
| 30D | +8.5% | -29.0% | +37.5% | +9.0% |
| 3M | -22.9% | -14.7% | -8.2% | -22.6% |
| 6M | -16.8% | -20.1% | +3.3% | -17.0% |
| YTD | -15.8% | +36.1% | -51.9% | -14.7% |
| 1Y | -16.0% | +61.7% | -77.7% | -16.7% |
| All | -16.0% | +59.5% | -75.5% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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