+37.2%
NEM vs MTSI
+30.7%
+6.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.6% | -3.9% |
| 7D | +11.6% | -3.8% | +15.4% | +11.8% |
| 30D | +1.8% | -31.4% | +33.2% | +9.0% |
| 3M | +2.5% | -23.8% | +26.3% | +6.5% |
| 6M | +3.4% | -37.1% | +40.5% | +11.4% |
| YTD | +20.9% | +32.2% | -11.3% | +2.9% |
| 1Y | +37.2% | +26.9% | +10.3% | +18.3% |
| All | +37.2% | +30.7% | +6.5% | +18.3% |
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