+166.6%
PM vs MTSI
+153.3%
+13.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -18.4% | +13.7% | -4.9% |
| 7D | -3.4% | -24.6% | +21.2% | -3.8% |
| 30D | +5.8% | -45.7% | +51.5% | +4.8% |
| 3M | +6.7% | -27.7% | +34.4% | +6.1% |
| 6M | +19.9% | -37.3% | +57.2% | +19.0% |
| YTD | +27.8% | +11.1% | +16.7% | +25.8% |
| 1Y | +39.4% | +27.2% | +12.2% | +36.9% |
| 3Y | +146.9% | +153.7% | -6.8% | +128.7% |
| 5Y | +166.6% | +159.0% | +7.7% | +136.9% |
| All | +166.6% | +153.3% | +13.3% | +136.9% |
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 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