+192.3%
NI vs MTSI
+539.0%
-346.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | -0.2% |
| 7D | +0.6% | +7.2% | -6.6% | -0.1% |
| 30D | +11.2% | -18.4% | +29.7% | +12.4% |
| 3M | +9.2% | -16.7% | +25.9% | +9.8% |
| 6M | -1.8% | -31.7% | +29.9% | -0.3% |
| YTD | +12.0% | +45.9% | -33.9% | +6.7% |
| 1Y | +6.4% | +47.0% | -40.5% | +1.3% |
| 3Y | +99.4% | +224.1% | -124.7% | +75.2% |
| 5Y | +113.1% | +238.5% | -125.4% | +84.0% |
| 10Y | +192.3% | +512.7% | -320.4% | +122.1% |
| All | +192.3% | +539.0% | -346.8% | +122.1% |
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