+324.0%
NEM vs MTSI
+448.7%
-124.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.8% | -9.8% | -0.2% |
| 7D | +13.4% | -10.0% | +23.4% | +14.3% |
| 30D | +6.5% | -37.2% | +43.7% | +11.5% |
| 3M | +14.9% | -30.1% | +45.0% | +18.5% |
| 6M | +5.5% | -31.9% | +37.4% | +8.5% |
| YTD | +21.9% | +23.2% | -1.3% | +17.4% |
| 1Y | +47.9% | +26.4% | +21.5% | +42.0% |
| 3Y | +238.2% | +186.2% | +52.0% | +196.6% |
| 5Y | +146.2% | +187.0% | -40.9% | +113.2% |
| All | +324.0% | +448.7% | -124.7% | +236.6% |
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