+318.7%
PM vs MTSI
+1,308.1%
-989.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.1% |
| 7D | -4.9% | +1.4% | -6.3% | -5.0% |
| 30D | -3.4% | +2.1% | -5.5% | -3.7% |
| 3M | +5.2% | -29.7% | +34.9% | +6.8% |
| 6M | +3.7% | +12.5% | -8.8% | +1.8% |
| YTD | +15.8% | +57.0% | -41.3% | +11.0% |
| 1Y | +17.4% | +103.9% | -86.6% | +10.2% |
| 3Y | +116.9% | +223.6% | -106.6% | +93.1% |
| 5Y | +117.3% | +321.6% | -204.2% | +87.0% |
| 10Y | +193.8% | +517.7% | -324.0% | +128.1% |
| All | +318.7% | +1,308.1% | -989.4% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling