+161.4%
PPL vs MTSI
+896.6%
-735.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -18.4% | +19.1% | +1.9% |
| 7D | +1.0% | -24.6% | +25.6% | +2.6% |
| 30D | +6.8% | -45.7% | +52.5% | +10.4% |
| 3M | +3.9% | -27.7% | +31.6% | +5.2% |
| 6M | -2.0% | -37.3% | +35.3% | -0.4% |
| YTD | +5.3% | +11.1% | -5.9% | +2.5% |
| 1Y | +2.2% | +27.2% | -25.0% | -1.6% |
| 3Y | +56.7% | +153.7% | -96.9% | +41.0% |
| 5Y | +49.1% | +159.0% | -109.9% | +32.2% |
| 10Y | +63.6% | +405.6% | -341.9% | +30.1% |
| All | +161.4% | +896.6% | -735.2% | +100.6% |
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