+91.3%
PEP vs MTSI
+498.4%
-407.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.1% |
| 7D | -0.3% | +29.1% | -29.4% | -1.3% |
| 30D | +11.8% | -20.4% | +32.2% | +12.5% |
| 3M | +3.7% | -20.9% | +24.6% | +4.2% |
| 6M | -4.3% | -32.3% | +27.9% | -3.5% |
| YTD | +2.1% | +43.5% | -41.3% | -1.8% |
| 1Y | +2.5% | +43.8% | -41.3% | -1.5% |
| 3Y | -5.0% | +218.8% | -223.8% | -15.4% |
| 5Y | +2.9% | +228.3% | -225.5% | -9.7% |
| All | +91.3% | +498.4% | -407.1% | +47.9% |
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