+1.2%
PLD vs MTSI
+247.2%
-246.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -1.6% |
| 7D | -1.0% | +7.2% | -8.2% | -2.5% |
| 30D | -1.8% | -18.4% | +16.6% | +0.6% |
| 3M | -6.0% | -16.7% | +10.6% | -4.9% |
| 6M | -8.4% | -31.7% | +23.3% | -5.0% |
| YTD | +4.2% | +45.9% | -41.6% | -10.0% |
| 1Y | +6.2% | +47.0% | -40.8% | -8.7% |
| 3Y | +37.0% | +224.1% | -187.1% | -11.0% |
| 5Y | +1.2% | +238.5% | -237.3% | -39.8% |
| All | +1.2% | +247.2% | -246.0% | -39.8% |
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