+725.1%
NEE vs MTSI
+1,308.1%
-583.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | +1.9% | +1.4% | +0.6% | +1.8% |
| 30D | -2.2% | +2.1% | -4.2% | -2.5% |
| 3M | -1.2% | -29.7% | +28.6% | +0.8% |
| 6M | -8.6% | +12.5% | -21.1% | -10.3% |
| YTD | +6.2% | +57.0% | -50.8% | +1.4% |
| 1Y | +21.1% | +103.9% | -82.8% | +13.1% |
| 3Y | +36.4% | +223.6% | -187.2% | +20.5% |
| 5Y | +11.4% | +321.6% | -310.2% | -4.9% |
| 10Y | +250.0% | +517.7% | -267.7% | +175.7% |
| All | +725.1% | +1,308.1% | -583.0% | +505.9% |
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 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