+595.1%
NI vs MTSI
+1,308.1%
-713.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.4% |
| YTD | +1.1% | +57.0% | -55.9% | -3.1% |
| 1Y | +6.7% | +103.9% | -97.2% | +0.1% |
| 3Y | +71.1% | +223.6% | -152.5% | +53.3% |
| 5Y | +94.3% | +321.6% | -227.2% | +68.8% |
| 10Y | +135.8% | +517.7% | -381.9% | +86.7% |
| All | +595.1% | +1,308.1% | -713.0% | +413.3% |
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