+1,449.6%
NET vs MTSI
+1,066.3%
+383.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -3.6% |
| 7D | -7.0% | +1.4% | -8.4% | -7.6% |
| 30D | -4.8% | +2.1% | -6.9% | -7.4% |
| 3M | +3.8% | -29.7% | +33.6% | +18.5% |
| 6M | +50.0% | +12.5% | +37.5% | +27.5% |
| YTD | +41.5% | +57.0% | -15.5% | -2.0% |
| 1Y | +32.8% | +103.9% | -71.1% | -22.2% |
| 3Y | +335.9% | +223.6% | +112.3% | +83.2% |
| 5Y | +113.8% | +321.6% | -207.7% | -21.6% |
| All | +1,449.6% | +1,066.3% | +383.3% | +293.2% |
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