+228.4%
NEM vs MTSI
+1,308.1%
-1,079.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.1% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | +23.1% | +2.1% | +21.0% | +22.5% |
| 3M | +18.5% | -29.7% | +48.2% | +22.1% |
| 6M | +7.8% | +12.5% | -4.8% | +5.8% |
| YTD | +29.1% | +57.0% | -27.9% | +22.9% |
| 1Y | +72.7% | +103.9% | -31.3% | +60.4% |
| 3Y | +248.7% | +223.6% | +25.2% | +208.0% |
| 5Y | +148.7% | +321.6% | -172.9% | +112.7% |
| 10Y | +304.8% | +517.7% | -212.9% | +215.5% |
| All | +228.4% | +1,308.1% | -1,079.7% | +123.0% |
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