+479.4%
PLD vs MTSI
+1,120.6%
-641.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +4.9% | -10.7% | +15.6% | +6.4% |
| 30D | +2.6% | -29.0% | +31.5% | +7.0% |
| 3M | -4.8% | -14.7% | +9.9% | -3.9% |
| 6M | -3.9% | -20.1% | +16.2% | -3.3% |
| YTD | +5.3% | +36.1% | -30.8% | -3.1% |
| 1Y | +9.3% | +61.7% | -52.5% | -2.5% |
| 3Y | +35.8% | +210.7% | -174.9% | +6.9% |
| 5Y | +2.9% | +212.8% | -209.9% | -20.5% |
| 10Y | +253.4% | +519.2% | -265.8% | +125.1% |
| All | +479.4% | +1,120.6% | -641.2% | +233.1% |
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