+171.9%
NI vs MTSI
+448.7%
-276.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -1.4% |
| 7D | -0.9% | -10.0% | +9.0% | -0.4% |
| 30D | +9.6% | -37.2% | +46.8% | +12.9% |
| 3M | +2.5% | -30.1% | +32.5% | +4.4% |
| 6M | -5.8% | -31.9% | +26.1% | -4.5% |
| YTD | +8.6% | +23.2% | -14.6% | +4.8% |
| 1Y | +6.0% | +26.4% | -20.4% | +2.0% |
| 3Y | +91.0% | +186.2% | -95.1% | +69.4% |
| 5Y | +104.8% | +187.0% | -82.3% | +79.0% |
| All | +171.9% | +448.7% | -276.8% | +108.5% |
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