+73.8%
PEP vs MTSI
+514.0%
-440.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.1% | -0.8% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | +0.2% | +2.1% | -1.9% | 0.0% |
| 3M | -1.1% | -29.7% | +28.6% | +0.2% |
| 6M | -13.5% | +12.5% | -26.0% | -14.9% |
| YTD | -1.2% | +57.0% | -58.2% | -4.9% |
| 1Y | -1.6% | +103.9% | -105.5% | -7.1% |
| 3Y | -12.5% | +223.6% | -236.1% | -21.6% |
| 5Y | +3.0% | +321.6% | -318.5% | -10.8% |
| All | +73.8% | +514.0% | -440.2% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling