+178.1%
NI vs MTSI
+512.4%
-334.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.0% | -7.0% | +1.4% |
| 7D | +0.4% | +3.5% | -3.1% | 0.0% |
| 30D | +11.3% | -30.3% | +41.6% | +13.8% |
| 3M | +6.5% | -26.0% | +32.5% | +8.1% |
| 6M | -2.3% | -36.1% | +33.8% | -0.2% |
| YTD | +10.8% | +34.3% | -23.5% | +6.2% |
| 1Y | +6.2% | +35.3% | -29.0% | +1.7% |
| 3Y | +98.7% | +217.6% | -119.0% | +74.6% |
| 5Y | +111.3% | +210.1% | -98.8% | +83.6% |
| 10Y | +178.1% | +471.4% | -293.3% | +109.4% |
| All | +178.1% | +512.4% | -334.3% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling