+256.8%
PLD vs MTSI
+512.4%
-255.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.0% | -6.2% | +1.5% |
| 7D | +0.7% | +3.5% | -2.8% | -0.3% |
| 30D | +0.8% | -30.3% | +31.1% | +5.6% |
| 3M | -6.1% | -26.0% | +19.9% | -3.3% |
| 6M | -8.0% | -36.1% | +28.1% | -4.2% |
| YTD | +4.7% | +34.3% | -29.6% | -4.9% |
| 1Y | +7.2% | +35.3% | -28.1% | -3.0% |
| 3Y | +39.2% | +217.6% | -178.4% | +5.2% |
| 5Y | +1.9% | +210.1% | -208.2% | -24.2% |
| 10Y | +256.8% | +471.4% | -214.7% | +105.6% |
| All | +256.8% | +512.4% | -255.6% | +105.6% |
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