+32.6%
NET vs MTSI
+227.4%
-194.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.0% |
| 7D | -16.4% | -10.7% | -5.7% | -11.2% |
| 30D | -25.8% | -29.0% | +3.1% | -12.4% |
| 3M | -11.5% | -14.7% | +3.2% | -8.7% |
| 6M | +18.9% | -20.1% | +39.0% | +17.7% |
| YTD | +35.2% | +36.1% | -0.9% | -12.4% |
| 1Y | +14.5% | +61.7% | -47.3% | -35.8% |
| 3Y | +313.8% | +210.7% | +103.1% | +8.8% |
| 5Y | +32.6% | +212.8% | -180.3% | -67.9% |
| All | +32.6% | +227.4% | -194.9% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling