+191.7%
PH vs MTSI
+153.3%
+38.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -18.4% | +16.4% | +3.7% |
| 7D | -3.9% | -24.6% | +20.7% | +4.0% |
| 30D | -9.4% | -45.7% | +36.3% | +8.1% |
| 3M | -10.3% | -27.7% | +17.4% | -3.7% |
| 6M | +2.7% | -37.3% | +40.0% | +12.4% |
| YTD | +2.1% | +11.1% | -9.0% | -10.8% |
| 1Y | +16.2% | +27.2% | -11.0% | -4.2% |
| 3Y | +129.3% | +153.7% | -24.4% | +33.9% |
| 5Y | +191.7% | +159.0% | +32.8% | +53.9% |
| All | +191.7% | +153.3% | +38.4% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling