+71.0%
NEE vs MTSI
+210.0%
-139.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.7% |
| 7D | +2.3% | -3.8% | +6.1% | +2.3% |
| 30D | +11.5% | -31.4% | +42.9% | +11.9% |
| 3M | +2.6% | -23.8% | +26.4% | +2.8% |
| 6M | -6.0% | -37.1% | +31.1% | -5.5% |
| YTD | +9.8% | +32.2% | -22.4% | +8.5% |
| 1Y | +4.7% | +26.9% | -22.2% | +3.5% |
| 3Y | +71.0% | +193.7% | -122.7% | +50.9% |
| All | +71.0% | +210.0% | -139.0% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling