+159.0%
MTSI vs NIO
-92.6%
+251.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.0% | -15.3% | -17.8% |
| 7D | -24.6% | -3.6% | -21.0% | -23.9% |
| 30D | -45.7% | -8.0% | -37.7% | -44.7% |
| 3M | -27.7% | -31.2% | +3.4% | -22.5% |
| 6M | -37.3% | -45.8% | +8.5% | -29.9% |
| YTD | +11.1% | -37.3% | +48.4% | +19.9% |
| 1Y | +27.2% | -56.1% | +83.3% | +46.1% |
| 3Y | +153.7% | -61.1% | +214.8% | +177.5% |
| 5Y | +159.0% | -92.4% | +251.4% | +252.3% |
| All | +159.0% | -92.6% | +251.6% | +252.3% |
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 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