+71.8%
PGR vs MTSI
+257.2%
-185.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.6% |
| 7D | -2.7% | +11.1% | -13.7% | -1.7% |
| 30D | +0.7% | -3.7% | +4.4% | +0.6% |
| 3M | +7.7% | -20.2% | +28.0% | +6.6% |
| 6M | +4.3% | +30.8% | -26.5% | +6.3% |
| YTD | +0.7% | +67.0% | -66.3% | +3.9% |
| 1Y | -5.7% | +120.4% | -126.1% | -1.4% |
| All | +71.8% | +257.2% | -185.5% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling