+710.0%
PH vs MTSI
+539.0%
+170.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.3% | -9.5% | -1.9% |
| 7D | +6.9% | +7.2% | -0.3% | +4.1% |
| 30D | +1.7% | -18.4% | +20.1% | +5.9% |
| 3M | -8.1% | -16.7% | +8.5% | -5.9% |
| 6M | +11.5% | -31.7% | +43.2% | +18.6% |
| YTD | +11.4% | +45.9% | -34.5% | -5.4% |
| 1Y | +14.1% | +47.0% | -32.9% | -3.6% |
| 3Y | +138.2% | +224.1% | -85.8% | +56.5% |
| 5Y | +216.0% | +238.5% | -22.5% | +100.4% |
| 10Y | +710.0% | +512.7% | +197.3% | +275.6% |
| All | +710.0% | +539.0% | +170.9% | +275.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling