+30.3%
PG vs MTSI
+247.2%
-216.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.3% | -10.9% | -0.3% |
| 7D | +0.2% | +7.2% | -7.0% | +0.5% |
| 30D | +10.2% | -18.4% | +28.6% | +10.0% |
| 3M | +16.2% | -16.7% | +32.9% | +16.1% |
| 6M | +18.6% | -31.7% | +50.3% | +18.3% |
| YTD | +20.4% | +45.9% | -25.5% | +19.5% |
| 1Y | +16.2% | +47.0% | -30.8% | +15.3% |
| 3Y | +19.9% | +224.1% | -204.2% | +14.2% |
| 5Y | +30.3% | +238.5% | -208.2% | +19.8% |
| All | +30.3% | +247.2% | -216.9% | +19.8% |
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