+320.4%
MTSI vs NIO
-90.7%
+411.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.0% | +3.8% |
| 7D | +1.4% | -13.0% | +14.4% | +4.1% |
| 30D | +2.1% | -18.3% | +20.4% | +6.0% |
| 3M | -29.7% | -33.2% | +3.5% | -24.2% |
| 6M | +12.5% | -21.5% | +34.0% | +16.6% |
| YTD | +57.0% | -25.5% | +82.5% | +63.9% |
| 1Y | +103.9% | -38.0% | +141.9% | +118.5% |
| 3Y | +223.6% | -65.5% | +289.0% | +263.2% |
| All | +320.4% | -90.7% | +411.1% | +490.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling