+229.6%
PM vs MTSI
+448.7%
-219.1%
-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 | +5.2% | -30.1% | +35.3% | +6.5% |
| 6M | +17.0% | -31.9% | +48.9% | +17.9% |
| YTD | +25.5% | +23.2% | +2.3% | +21.0% |
| 1Y | +35.5% | +26.4% | +9.1% | +30.3% |
| 3Y | +143.9% | +186.2% | -42.2% | +114.7% |
| 5Y | +161.8% | +187.0% | -25.2% | +127.2% |
| All | +229.6% | +448.7% | -219.1% | +148.9% |
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