+235.8%
PLD vs MTSI
+395.1%
-159.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -18.4% | +16.2% | +0.6% |
| 7D | +0.4% | -24.6% | +25.0% | +4.4% |
| 30D | -0.1% | -45.7% | +45.6% | +8.7% |
| 3M | -7.9% | -27.7% | +19.8% | -5.0% |
| 6M | -7.0% | -37.3% | +30.3% | -3.2% |
| YTD | +3.1% | +11.1% | -8.1% | -3.5% |
| 1Y | +7.1% | +27.2% | -20.1% | -2.4% |
| 3Y | +32.9% | +153.7% | -120.8% | +4.3% |
| 5Y | +1.5% | +159.0% | -157.4% | -22.2% |
| All | +235.8% | +395.1% | -159.2% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling