+3.2%
PG vs MTSI
+231.8%
-228.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.2% |
| 7D | +1.9% | +1.4% | +0.5% | +1.9% |
| 30D | -0.2% | +2.1% | -2.3% | 0.0% |
| 3M | +4.8% | -29.7% | +34.5% | +3.4% |
| 6M | -6.1% | +12.5% | -18.6% | -5.8% |
| YTD | +4.5% | +57.0% | -52.6% | +6.6% |
| 1Y | -5.3% | +103.9% | -109.2% | -2.1% |
| All | +3.2% | +231.8% | -228.7% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling