+59.3%
PGR vs MTSI
+203.6%
-144.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | -0.4% |
| 7D | +3.5% | +10.0% | -6.5% | +4.5% |
| 30D | +10.5% | -20.3% | +30.8% | +9.0% |
| 3M | +12.9% | -24.4% | +37.4% | +11.5% |
| 6M | +20.4% | -39.2% | +59.6% | +17.8% |
| YTD | +10.3% | +35.5% | -25.2% | +12.3% |
| 1Y | +12.5% | +43.0% | -30.5% | +14.9% |
| 3Y | +59.3% | +196.3% | -137.0% | +71.9% |
| All | +59.3% | +203.6% | -144.3% | +71.9% |
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