+11.4%
NEE vs MTSI
+59.5%
-48.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.9% |
| 7D | +9.2% | -10.7% | +19.8% | +9.1% |
| 30D | +16.0% | -29.0% | +44.9% | +16.3% |
| 3M | +2.2% | -14.7% | +16.9% | +2.1% |
| 6M | -6.0% | -20.1% | +14.1% | -6.4% |
| YTD | +12.6% | +36.1% | -23.5% | +8.5% |
| 1Y | +11.4% | +61.7% | -50.4% | +5.7% |
| All | +11.4% | +59.5% | -48.1% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling