+281.9%
NEE vs MTSI
+512.4%
-230.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.1% | -0.8% |
| 7D | +2.2% | +3.5% | -1.4% | +1.7% |
| 30D | +12.3% | -30.3% | +42.6% | +14.8% |
| 3M | +3.4% | -26.0% | +29.4% | +4.9% |
| 6M | -5.3% | -36.1% | +30.8% | -3.3% |
| YTD | +10.6% | +34.3% | -23.7% | +5.3% |
| 1Y | +6.5% | +35.3% | -28.8% | +1.2% |
| 3Y | +73.5% | +217.6% | -144.1% | +48.7% |
| 5Y | +17.0% | +210.1% | -193.1% | -1.2% |
| 10Y | +281.9% | +471.4% | -189.6% | +182.6% |
| All | +281.9% | +512.4% | -230.5% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling