+158.4%
PGR vs MTSI
+359.4%
-201.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.4% |
| 7D | -2.7% | +11.1% | -13.7% | -2.4% |
| 30D | +0.7% | -3.7% | +4.4% | +0.7% |
| 3M | +7.7% | -20.2% | +28.0% | +7.6% |
| 6M | +4.3% | +30.8% | -26.5% | +3.6% |
| YTD | +0.7% | +67.0% | -66.3% | -0.6% |
| 1Y | -5.7% | +120.4% | -126.1% | -7.8% |
| 3Y | +73.7% | +260.4% | -186.7% | +61.2% |
| 5Y | +158.4% | +356.3% | -197.9% | +122.8% |
| All | +158.4% | +359.4% | -201.0% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling