+19.1%
PG vs MTSI
+226.9%
-207.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.3% | -10.9% | +0.1% |
| 7D | +0.2% | +7.2% | -7.0% | +0.8% |
| 30D | +10.2% | -18.4% | +28.6% | +9.3% |
| 3M | +16.2% | -16.7% | +32.9% | +15.8% |
| 6M | +18.6% | -31.7% | +50.3% | +17.3% |
| YTD | +20.4% | +45.9% | -25.5% | +23.0% |
| 1Y | +16.2% | +47.0% | -30.8% | +18.8% |
| All | +19.1% | +226.9% | -207.8% | +25.6% |
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