+1.3%
PPL vs MTSI
+38.8%
-37.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -0.3% |
| 7D | +0.4% | -10.0% | +10.4% | +0.3% |
| 30D | +5.4% | -37.2% | +42.6% | +5.0% |
| 3M | +4.3% | -30.1% | +34.3% | +4.0% |
| 6M | -1.3% | -31.9% | +30.6% | -1.9% |
| YTD | +4.7% | +23.2% | -18.5% | +2.7% |
| 1Y | +1.3% | +26.4% | -25.1% | -1.7% |
| All | +1.3% | +38.8% | -37.5% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling