-12.5%
NKE vs MTSI
+465.0%
-477.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.5% |
| 7D | -1.6% | +10.0% | -11.5% | -3.2% |
| 30D | +7.6% | -20.3% | +28.0% | +10.3% |
| 3M | -6.9% | -24.4% | +17.5% | -4.7% |
| 6M | -8.5% | -39.2% | +30.7% | -4.1% |
| YTD | -38.8% | +35.5% | -74.3% | -46.0% |
| 1Y | -40.6% | +43.0% | -83.6% | -48.2% |
| 3Y | -60.9% | +196.3% | -257.2% | -71.7% |
| 5Y | -75.4% | +210.0% | -285.4% | -82.8% |
| All | -12.5% | +465.0% | -477.5% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling