+753.2%
NEE vs MTSI
+1,085.8%
-332.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.6% |
| 7D | +2.3% | -3.8% | +6.1% | +2.4% |
| 30D | +11.5% | -31.4% | +42.9% | +13.8% |
| 3M | +2.6% | -23.8% | +26.4% | +3.7% |
| 6M | -6.0% | -37.1% | +31.1% | -4.1% |
| YTD | +9.8% | +32.2% | -22.4% | +5.4% |
| 1Y | +4.7% | +26.9% | -22.2% | +0.7% |
| 3Y | +71.0% | +193.7% | -122.7% | +50.9% |
| 5Y | +15.8% | +218.0% | -202.2% | +0.2% |
| 10Y | +287.3% | +477.8% | -190.5% | +205.2% |
| All | +753.2% | +1,085.8% | -332.5% | +529.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling