+117.4%
PM vs MTSI
+320.9%
-203.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -1.9% |
| 7D | -4.9% | +1.4% | -6.3% | -4.9% |
| 30D | -3.4% | +2.1% | -5.5% | -3.4% |
| 3M | +5.2% | -29.7% | +34.9% | +5.4% |
| 6M | +3.7% | +12.5% | -8.8% | +3.0% |
| YTD | +15.8% | +57.0% | -41.3% | +14.3% |
| 1Y | +17.4% | +103.9% | -86.6% | +15.3% |
| 3Y | +116.9% | +223.6% | -106.6% | +102.9% |
| All | +117.4% | +320.9% | -203.5% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling