+100.9%
NI vs MTSI
+226.9%
-126.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | +0.1% |
| 7D | +0.6% | +7.2% | -6.6% | +0.1% |
| 30D | +11.2% | -18.4% | +29.7% | +12.0% |
| 3M | +9.2% | -16.7% | +25.9% | +9.6% |
| 6M | -1.8% | -31.7% | +29.9% | -0.9% |
| YTD | +12.0% | +45.9% | -33.9% | +7.9% |
| 1Y | +6.4% | +47.0% | -40.5% | +2.5% |
| All | +100.9% | +226.9% | -126.0% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling