-20.4%
NKE vs MTSI
+544.6%
-565.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -0.1% | +4.9% | -4.9% | -0.9% |
| 30D | -7.7% | -11.6% | +3.9% | -6.2% |
| 3M | -10.9% | -24.1% | +13.1% | -8.0% |
| 6M | -31.9% | +32.4% | -64.3% | -37.5% |
| YTD | -38.6% | +60.4% | -99.1% | -46.2% |
| 1Y | -46.9% | +111.0% | -157.9% | -56.4% |
| 3Y | -58.2% | +246.1% | -304.3% | -69.9% |
| 5Y | -74.0% | +340.3% | -414.3% | -82.5% |
| All | -20.4% | +544.6% | -565.0% | -57.6% |
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