-19.5%
PCG vs MTSI
+38.8%
-58.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.8% | -12.8% | -2.1% |
| 7D | -1.6% | -10.0% | +8.4% | -1.4% |
| 30D | +1.4% | -37.2% | +38.6% | +2.0% |
| 3M | -23.4% | -30.1% | +6.7% | -23.2% |
| 6M | -19.4% | -31.9% | +12.5% | -19.4% |
| YTD | -18.5% | +23.2% | -41.7% | -16.5% |
| 1Y | -19.5% | +26.4% | -45.9% | -18.8% |
| All | -19.5% | +38.8% | -58.3% | -18.8% |
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