+61.0%
NEE vs MTSI
+181.3%
-120.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.8% | -12.3% | -1.5% |
| 7D | +3.9% | -10.0% | +13.9% | +3.9% |
| 30D | +12.8% | -37.2% | +50.0% | +13.3% |
| 3M | +3.6% | -30.1% | +33.6% | +3.8% |
| 6M | -7.5% | -31.9% | +24.4% | -7.3% |
| YTD | +10.7% | +23.2% | -12.5% | +9.2% |
| 1Y | +9.1% | +26.4% | -17.3% | +7.6% |
| 3Y | +61.0% | +186.2% | -125.2% | +36.9% |
| All | +61.0% | +181.3% | -120.3% | +36.9% |
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