+260.9%
PM vs MTSI
+539.0%
-278.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.3% | -9.2% | +0.6% |
| 7D | -7.1% | +7.2% | -14.2% | -7.5% |
| 30D | -2.8% | -18.4% | +15.6% | -2.1% |
| 3M | +6.3% | -16.7% | +23.0% | +6.7% |
| 6M | +9.6% | -31.7% | +41.4% | +10.8% |
| YTD | +25.6% | +45.9% | -20.3% | +20.0% |
| 1Y | +29.7% | +47.0% | -17.3% | +23.7% |
| 3Y | +147.6% | +224.1% | -76.5% | +116.6% |
| 5Y | +160.1% | +238.5% | -78.4% | +123.5% |
| 10Y | +260.9% | +512.7% | -251.8% | +169.9% |
| All | +260.9% | +539.0% | -278.1% | +169.9% |
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