+249.0%
NEM vs MTSI
+221.5%
+27.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.6% |
| 7D | -5.9% | +29.1% | -35.0% | -10.2% |
| 30D | -2.6% | -20.4% | +17.8% | +0.7% |
| 3M | -4.2% | -20.9% | +16.7% | -1.5% |
| 6M | -5.5% | -32.3% | +26.8% | -0.8% |
| YTD | +13.5% | +43.5% | -29.9% | +2.5% |
| 1Y | +22.2% | +43.8% | -21.6% | +10.1% |
| All | +249.0% | +221.5% | +27.4% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling