+1,402.9%
PGR vs MTSI
+1,308.1%
+94.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.4% |
| 7D | +0.1% | +1.4% | -1.2% | +0.1% |
| 30D | +2.9% | +2.1% | +0.8% | +2.6% |
| 3M | +12.1% | -29.7% | +41.8% | +13.6% |
| 6M | +3.7% | +12.5% | -8.9% | +1.8% |
| YTD | +2.4% | +57.0% | -54.7% | -1.8% |
| 1Y | -6.4% | +103.9% | -110.3% | -12.0% |
| 3Y | +76.8% | +223.6% | -146.8% | +58.0% |
| 5Y | +154.3% | +321.6% | -167.2% | +119.6% |
| 10Y | +790.1% | +517.7% | +272.3% | +596.0% |
| All | +1,402.9% | +1,308.1% | +94.8% | +983.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling