+2.0%
PEP vs MTSI
+208.2%
-206.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.0% | -8.6% | +0.7% |
| 7D | +1.0% | +3.5% | -2.5% | +1.3% |
| 30D | +12.6% | -30.3% | +42.9% | +11.8% |
| 3M | +3.1% | -26.0% | +29.1% | +2.7% |
| 6M | -6.3% | -36.1% | +29.8% | -6.7% |
| YTD | +1.9% | +34.3% | -32.4% | +1.1% |
| 1Y | +3.3% | +35.3% | -32.0% | +2.5% |
| 3Y | -4.8% | +217.6% | -222.5% | -10.0% |
| 5Y | +2.0% | +210.1% | -208.1% | -5.5% |
| All | +2.0% | +208.2% | -206.1% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling