+14.5%
PG vs MTSI
+331.9%
-317.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.6% |
| 7D | -0.4% | +4.9% | -5.3% | -0.4% |
| 30D | -0.1% | -11.6% | +11.4% | -0.2% |
| 3M | +1.1% | -24.1% | +25.1% | +0.9% |
| 6M | -3.8% | +32.4% | -36.2% | -4.4% |
| YTD | +3.8% | +60.4% | -56.6% | +3.1% |
| 1Y | -5.8% | +111.0% | -116.7% | -6.7% |
| 3Y | +3.0% | +246.1% | -243.1% | -1.5% |
| 5Y | +14.5% | +340.3% | -325.8% | +4.7% |
| All | +14.5% | +331.9% | -317.4% | +4.7% |
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 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