+152.8%
PPL vs MTSI
+1,308.1%
-1,155.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.2% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | +0.5% | +2.1% | -1.6% | +0.2% |
| 3M | +0.7% | -29.7% | +30.4% | +2.5% |
| 6M | -7.6% | +12.5% | -20.1% | -9.2% |
| YTD | +1.8% | +57.0% | -55.2% | -2.4% |
| 1Y | -0.8% | +103.9% | -104.7% | -6.8% |
| 3Y | +56.9% | +223.6% | -166.7% | +40.0% |
| 5Y | +39.5% | +321.6% | -282.0% | +20.5% |
| 10Y | +55.4% | +517.7% | -462.3% | +22.4% |
| All | +152.8% | +1,308.1% | -1,155.3% | +91.1% |
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 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