+268.2%
PM vs MTSI
+498.4%
-230.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | -2.4% | +29.1% | -31.5% | -3.7% |
| 30D | -1.3% | -20.4% | +19.1% | -0.5% |
| 3M | +6.5% | -20.9% | +27.4% | +7.2% |
| 6M | +7.0% | -32.3% | +39.2% | +8.1% |
| YTD | +25.8% | +43.5% | -17.7% | +20.3% |
| 1Y | +30.9% | +43.8% | -12.9% | +25.0% |
| 3Y | +148.0% | +218.8% | -70.8% | +117.1% |
| 5Y | +161.2% | +228.3% | -67.2% | +124.9% |
| All | +268.2% | +498.4% | -230.2% | +176.3% |
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