+26.4%
MTSI vs NIO
-54.3%
+80.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.9% | +4.9% | +9.0% |
| 7D | -10.0% | +5.6% | -15.6% | -11.2% |
| 30D | -37.2% | -4.2% | -33.0% | -36.4% |
| 3M | -30.1% | -26.3% | -3.8% | -24.8% |
| 6M | -31.9% | -42.5% | +10.6% | -22.4% |
| YTD | +23.2% | -33.5% | +56.7% | +32.3% |
| 1Y | +26.4% | -52.7% | +79.0% | +51.0% |
| All | +26.4% | -54.3% | +80.6% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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