-11.2%
NKE vs MTSI
+454.4%
-465.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.8% |
| 7D | +0.5% | -3.8% | +4.3% | +0.7% |
| 30D | +11.4% | -31.4% | +42.8% | +17.1% |
| 3M | -7.2% | -23.8% | +16.6% | -5.1% |
| 6M | -10.7% | -37.1% | +26.4% | -7.0% |
| YTD | -37.7% | +32.2% | -69.9% | -44.7% |
| 1Y | -34.3% | +26.9% | -61.2% | -41.4% |
| 3Y | -60.9% | +193.7% | -254.7% | -71.7% |
| 5Y | -74.8% | +218.0% | -292.9% | -82.4% |
| 10Y | -11.2% | +477.8% | -489.0% | -51.8% |
| All | -11.2% | +454.4% | -465.7% | -51.8% |
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 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