+811.9%
PGR vs MTSI
+561.3%
+250.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -0.6% | +2.2% | -2.8% | -0.7% |
| 30D | +4.9% | -11.5% | +16.5% | +5.3% |
| 3M | +7.6% | -26.6% | +34.3% | +8.7% |
| 6M | +8.3% | +23.5% | -15.3% | +6.0% |
| YTD | +1.7% | +60.5% | -58.8% | -2.2% |
| 1Y | -6.8% | +109.7% | -116.6% | -12.1% |
| 3Y | +73.4% | +247.8% | -174.4% | +55.2% |
| 5Y | +161.2% | +328.4% | -167.2% | +126.8% |
| All | +811.9% | +561.3% | +250.6% | +613.0% |
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