+747.9%
PH vs MTSI
+448.7%
+299.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.8% | -8.0% | 0.0% |
| 7D | +2.0% | -10.0% | +12.0% | +4.1% |
| 30D | -3.7% | -37.2% | +33.5% | +7.6% |
| 3M | -14.0% | -30.1% | +16.0% | -7.6% |
| 6M | +2.1% | -31.9% | +34.0% | +8.4% |
| YTD | +5.1% | +23.2% | -18.1% | -6.5% |
| 1Y | +10.9% | +26.4% | -15.5% | -2.4% |
| 3Y | +132.9% | +186.2% | -53.2% | +58.4% |
| 5Y | +200.1% | +187.0% | +13.0% | +99.1% |
| All | +747.9% | +448.7% | +299.2% | +322.9% |
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 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