+4.9%
PEP vs MTSI
+25.2%
-20.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -18.4% | +18.6% | -1.6% |
| 7D | +6.7% | -24.6% | +31.3% | +4.1% |
| 30D | +13.5% | -45.7% | +59.2% | +8.1% |
| 3M | +3.9% | -27.7% | +31.7% | +1.7% |
| 6M | -6.0% | -37.3% | +31.3% | -9.5% |
| YTD | +2.5% | +11.1% | -8.7% | 0.0% |
| All | +4.9% | +25.2% | -20.3% | +2.7% |
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