+4.7%
NEE vs MTSI
+30.7%
-26.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.7% |
| 7D | +2.3% | -3.8% | +6.1% | +2.4% |
| 30D | +11.5% | -31.4% | +42.9% | +11.9% |
| 3M | +2.6% | -23.8% | +26.4% | +2.7% |
| 6M | -6.0% | -37.1% | +31.1% | -5.4% |
| YTD | +9.8% | +32.2% | -22.4% | +5.6% |
| 1Y | +4.7% | +26.9% | -22.2% | +0.4% |
| All | +4.7% | +30.7% | -26.0% | +0.4% |
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