+1,246.7%
PH vs MTSI
+1,308.1%
-61.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -1.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | -3.2% | +2.1% | -5.3% | -4.2% |
| 3M | +10.6% | -29.7% | +40.3% | +19.0% |
| 6M | -2.1% | +12.5% | -14.7% | -7.6% |
| YTD | +10.2% | +57.0% | -46.8% | -5.0% |
| 1Y | +28.2% | +103.9% | -75.7% | +2.7% |
| 3Y | +134.9% | +223.6% | -88.7% | +63.3% |
| 5Y | +253.6% | +321.6% | -67.9% | +126.7% |
| 10Y | +804.7% | +517.7% | +287.0% | +353.1% |
| All | +1,246.7% | +1,308.1% | -61.5% | +448.7% |
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