+14.1%
PH vs MTSI
+41.9%
-27.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.3% | -9.5% | -1.2% |
| 7D | +6.9% | +7.2% | -0.3% | +4.8% |
| 30D | +1.7% | -18.4% | +20.1% | +4.7% |
| 3M | -8.1% | -16.7% | +8.5% | -6.4% |
| 6M | +11.5% | -31.7% | +43.2% | +15.9% |
| YTD | +11.4% | +45.9% | -34.5% | -0.9% |
| 1Y | +14.1% | +47.0% | -32.9% | +1.8% |
| All | +14.1% | +41.9% | -27.8% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling