+168.1%
PM vs MTSI
+183.3%
-15.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -1.6% |
| 7D | -5.2% | -10.0% | +4.8% | -5.3% |
| 30D | +2.7% | -37.2% | +39.9% | +2.0% |
| 3M | +6.1% | -30.1% | +36.2% | +5.7% |
| 6M | +18.0% | -31.9% | +49.9% | +17.4% |
| YTD | +26.6% | +23.2% | +3.4% | +24.8% |
| 1Y | +36.7% | +26.4% | +10.3% | +34.7% |
| 3Y | +146.0% | +186.2% | -40.1% | +127.8% |
| All | +168.1% | +183.3% | -15.2% | +139.0% |
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