+163.1%
PG vs MTSI
+539.0%
-375.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.3% | -10.9% | -0.9% |
| 7D | +0.2% | +7.2% | -7.0% | -0.1% |
| 30D | +10.2% | -18.4% | +28.6% | +10.7% |
| 3M | +16.2% | -16.7% | +32.9% | +16.5% |
| 6M | +18.6% | -31.7% | +50.3% | +19.5% |
| YTD | +20.4% | +45.9% | -25.5% | +16.2% |
| 1Y | +16.2% | +47.0% | -30.8% | +12.0% |
| 3Y | +19.9% | +224.1% | -204.2% | +8.1% |
| 5Y | +30.3% | +238.5% | -208.2% | +15.8% |
| 10Y | +163.1% | +512.7% | -349.6% | +107.7% |
| All | +163.1% | +539.0% | -375.9% | +107.7% |
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 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