+253.6%
PH vs MTSI
+320.9%
-67.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -1.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.5% |
| 30D | -3.2% | +2.1% | -5.3% | -4.6% |
| 3M | +10.6% | -29.7% | +40.3% | +21.6% |
| 6M | -2.1% | +12.5% | -14.7% | -10.4% |
| YTD | +10.2% | +57.0% | -46.8% | -11.6% |
| 1Y | +28.2% | +103.9% | -75.7% | -7.9% |
| 3Y | +134.9% | +223.6% | -88.7% | +31.8% |
| All | +253.6% | +320.9% | -67.2% | +67.1% |
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