+51.1%
NEM vs MTSI
+59.5%
-8.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +10.1% |
| 7D | +3.7% | -10.7% | +14.3% | +6.1% |
| 30D | +2.0% | -29.0% | +31.0% | +9.1% |
| 3M | +21.1% | -14.7% | +35.8% | +22.8% |
| 6M | +9.5% | -20.1% | +29.6% | +10.7% |
| YTD | +19.1% | +36.1% | -17.1% | +2.1% |
| 1Y | +51.1% | +61.7% | -10.6% | +21.5% |
| All | +51.1% | +59.5% | -8.4% | +21.5% |
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 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