+159.4%
PPL vs MTSI
+1,120.6%
-961.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +1.8% | -10.7% | +12.4% | +2.4% |
| 30D | +8.4% | -29.0% | +37.4% | +10.4% |
| 3M | +2.4% | -14.7% | +17.1% | +2.8% |
| 6M | -4.0% | -20.1% | +16.1% | -3.7% |
| YTD | +4.5% | +36.1% | -31.7% | +0.6% |
| 1Y | +1.7% | +61.7% | -60.0% | -3.3% |
| 3Y | +55.5% | +210.7% | -155.2% | +38.4% |
| 5Y | +47.0% | +212.8% | -165.8% | +29.1% |
| 10Y | +62.4% | +519.2% | -456.8% | +27.7% |
| All | +159.4% | +1,120.6% | -961.2% | +96.9% |
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 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