-21.9%
NKE vs MTSI
+571.2%
-593.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -2.7% |
| 7D | -2.3% | +11.1% | -13.4% | -4.1% |
| 30D | -10.4% | -3.7% | -6.7% | -10.2% |
| 3M | -15.5% | -20.2% | +4.8% | -13.4% |
| 6M | -32.6% | +30.8% | -63.4% | -38.0% |
| YTD | -39.8% | +67.0% | -106.9% | -47.7% |
| 1Y | -47.6% | +120.4% | -168.0% | -57.3% |
| 3Y | -59.0% | +260.4% | -319.4% | -70.7% |
| 5Y | -74.9% | +356.3% | -431.2% | -83.2% |
| 10Y | -21.9% | +581.1% | -603.0% | -58.8% |
| All | -21.9% | +571.2% | -593.1% | -58.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling