+232.4%
PM vs MTSI
+448.7%
-216.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -2.3% |
| 7D | -5.2% | -10.0% | +4.8% | -4.8% |
| 30D | +2.7% | -37.2% | +39.9% | +4.8% |
| 3M | +6.1% | -30.1% | +36.2% | +7.4% |
| 6M | +18.0% | -31.9% | +49.9% | +18.9% |
| YTD | +26.6% | +23.2% | +3.4% | +22.0% |
| 1Y | +36.7% | +26.4% | +10.3% | +31.4% |
| 3Y | +146.0% | +186.2% | -40.1% | +116.5% |
| 5Y | +164.1% | +187.0% | -23.0% | +129.1% |
| All | +232.4% | +448.7% | -216.3% | +151.1% |
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 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