+39.4%
PPL vs MTSI
+320.9%
-281.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.1% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | +0.5% | +2.1% | -1.6% | +0.3% |
| 3M | +0.7% | -29.7% | +30.4% | +1.9% |
| 6M | -7.6% | +12.5% | -20.1% | -9.0% |
| YTD | +1.8% | +57.0% | -55.2% | -1.7% |
| 1Y | -0.8% | +103.9% | -104.7% | -5.9% |
| 3Y | +56.9% | +223.6% | -166.7% | +38.8% |
| All | +39.4% | +320.9% | -281.5% | +15.1% |
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