+210.0%
NEM vs MTSI
+1,004.6%
-794.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.8% | -9.8% | -0.1% |
| 7D | +13.4% | -10.0% | +23.4% | +14.2% |
| 30D | +6.5% | -37.2% | +43.7% | +10.9% |
| 3M | +14.9% | -30.1% | +45.0% | +18.0% |
| 6M | +5.5% | -31.9% | +37.4% | +8.1% |
| YTD | +21.9% | +23.2% | -1.3% | +17.9% |
| 1Y | +47.9% | +26.4% | +21.5% | +42.7% |
| 3Y | +238.2% | +186.2% | +52.0% | +201.1% |
| 5Y | +146.2% | +187.0% | -40.9% | +116.7% |
| 10Y | +309.3% | +460.4% | -151.1% | +221.9% |
| All | +210.0% | +1,004.6% | -794.6% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling