+97.0%
NI vs MTSI
+320.9%
-223.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.9% |
| 7D | +2.0% | +1.4% | +0.6% | +1.9% |
| 30D | -3.5% | +2.1% | -5.6% | -3.8% |
| 3M | -9.1% | -29.7% | +20.6% | -7.4% |
| 6M | -11.8% | +12.5% | -24.4% | -13.6% |
| YTD | +1.1% | +57.0% | -55.9% | -3.5% |
| 1Y | +6.7% | +103.9% | -97.2% | -0.4% |
| 3Y | +71.1% | +223.6% | -152.5% | +50.7% |
| All | +97.0% | +320.9% | -223.9% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling