+665.7%
NI vs MTSI
+1,085.8%
-420.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +1.5% | -3.8% | +5.3% | +1.6% |
| 30D | +11.9% | -31.4% | +43.2% | +14.3% |
| 3M | +9.1% | -23.8% | +32.9% | +10.4% |
| 6M | -1.8% | -37.1% | +35.3% | +0.2% |
| YTD | +11.4% | +32.2% | -20.9% | +7.4% |
| 1Y | +6.4% | +26.9% | -20.6% | +2.8% |
| 3Y | +98.2% | +193.7% | -95.5% | +77.8% |
| 5Y | +110.1% | +218.0% | -108.0% | +85.1% |
| 10Y | +189.0% | +477.8% | -288.8% | +129.0% |
| All | +665.7% | +1,085.8% | -420.0% | +468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling