-6.8%
PGR vs MTSI
+107.6%
-114.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.8% |
| 7D | -0.6% | +2.2% | -2.8% | -0.2% |
| 30D | +4.9% | -11.5% | +16.5% | +3.5% |
| 3M | +7.6% | -26.6% | +34.3% | +4.1% |
| 6M | +8.3% | +23.5% | -15.3% | +11.4% |
| YTD | +1.7% | +60.5% | -58.8% | +7.9% |
| 1Y | -6.8% | +109.7% | -116.6% | +4.5% |
| All | -6.8% | +107.6% | -114.5% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling