+695.9%
PH vs MTSI
+465.0%
+230.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.5% | +1.4% |
| 7D | +4.3% | +10.0% | -5.6% | +1.5% |
| 30D | +0.1% | -20.3% | +20.5% | +4.9% |
| 3M | -9.4% | -24.4% | +15.1% | -4.7% |
| 6M | +8.8% | -39.2% | +47.9% | +19.3% |
| YTD | +9.6% | +35.5% | -25.9% | -5.1% |
| 1Y | +14.4% | +43.0% | -28.6% | -2.7% |
| 3Y | +134.5% | +196.3% | -61.7% | +57.7% |
| 5Y | +204.4% | +210.0% | -5.6% | +97.4% |
| All | +695.9% | +465.0% | +230.8% | +276.0% |
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