+4.7%
PEP vs MTSI
+320.9%
-316.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.1% | -0.6% |
| 7D | -1.4% | +1.4% | -2.8% | -1.4% |
| 30D | +0.2% | +2.1% | -1.9% | +0.3% |
| 3M | -1.1% | -29.7% | +28.6% | -1.3% |
| 6M | -13.5% | +12.5% | -26.0% | -13.8% |
| YTD | -1.2% | +57.0% | -58.2% | -1.7% |
| 1Y | -1.6% | +103.9% | -105.5% | -2.3% |
| 3Y | -12.5% | +223.6% | -236.1% | -16.2% |
| All | +4.7% | +320.9% | -316.2% | -2.9% |
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 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