+158.2%
MTSI vs NIO
-62.1%
+220.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.0% | -15.3% | -17.9% |
| 7D | -24.6% | -3.6% | -21.0% | -24.1% |
| 30D | -45.7% | -8.0% | -37.7% | -45.0% |
| 3M | -27.7% | -31.2% | +3.4% | -23.9% |
| 6M | -37.3% | -45.8% | +8.5% | -31.9% |
| YTD | +11.1% | -37.3% | +48.4% | +17.7% |
| 1Y | +27.2% | -56.1% | +83.3% | +40.2% |
| All | +158.2% | -62.1% | +220.3% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling