+832.2%
PGR vs MTSI
+465.0%
+367.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.3% |
| 7D | +3.5% | +10.0% | -6.5% | +3.2% |
| 30D | +10.5% | -20.3% | +30.8% | +11.1% |
| 3M | +12.9% | -24.4% | +37.4% | +13.6% |
| 6M | +20.4% | -39.2% | +59.6% | +21.9% |
| YTD | +10.3% | +35.5% | -25.2% | +6.3% |
| 1Y | +12.5% | +43.0% | -30.5% | +8.0% |
| 3Y | +59.3% | +196.3% | -137.0% | +42.8% |
| 5Y | +173.9% | +210.0% | -36.2% | +141.0% |
| All | +832.2% | +465.0% | +367.2% | +635.5% |
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