+1,148.3%
PH vs MTSI
+896.6%
+251.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -18.4% | +16.4% | +2.6% |
| 7D | -3.9% | -24.6% | +20.7% | +2.5% |
| 30D | -9.4% | -45.7% | +36.3% | +4.3% |
| 3M | -10.3% | -27.7% | +17.4% | -4.8% |
| 6M | +2.7% | -37.3% | +40.0% | +11.0% |
| YTD | +2.1% | +11.1% | -9.0% | -5.6% |
| 1Y | +16.2% | +27.2% | -11.0% | +3.5% |
| 3Y | +129.3% | +153.7% | -24.4% | +66.7% |
| 5Y | +191.7% | +159.0% | +32.8% | +107.0% |
| 10Y | +759.2% | +405.6% | +353.7% | +349.4% |
| All | +1,148.3% | +896.6% | +251.7% | +445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling