+89.6%
PEP vs MTSI
+454.4%
-364.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +4.6% | -3.8% | +8.4% | +4.7% |
| 30D | +14.0% | -31.4% | +45.4% | +15.4% |
| 3M | +5.4% | -23.8% | +29.1% | +6.0% |
| 6M | -5.1% | -37.1% | +31.9% | -4.1% |
| YTD | +3.1% | +32.2% | -29.1% | -0.5% |
| 1Y | +4.8% | +26.9% | -22.2% | +1.3% |
| 3Y | -4.1% | +193.7% | -197.9% | -14.3% |
| 5Y | +3.0% | +218.0% | -215.1% | -9.7% |
| 10Y | +89.6% | +477.8% | -388.2% | +46.3% |
| All | +89.6% | +454.4% | -364.8% | +46.3% |
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