+379.9%
NEM vs MTSI
+539.0%
-159.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.3% | -11.6% | -2.4% |
| 7D | +0.3% | +7.2% | -6.9% | -0.9% |
| 30D | +1.1% | -18.4% | +19.6% | +2.8% |
| 3M | +1.3% | -16.7% | +18.0% | +2.3% |
| 6M | -1.4% | -31.7% | +30.3% | +1.3% |
| YTD | +19.4% | +45.9% | -26.5% | +12.7% |
| 1Y | +32.9% | +47.0% | -14.1% | +25.4% |
| 3Y | +267.0% | +224.1% | +42.9% | +216.7% |
| 5Y | +131.0% | +238.5% | -107.5% | +96.2% |
| 10Y | +379.9% | +512.7% | -132.8% | +263.2% |
| All | +379.9% | +539.0% | -159.1% | +263.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling