-75.4%
NKE vs MTSI
+183.3%
-258.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.8% | -13.3% | -4.1% |
| 7D | -0.2% | -10.0% | +9.8% | +1.0% |
| 30D | +12.3% | -37.2% | +49.5% | +19.9% |
| 3M | -7.1% | -30.1% | +22.9% | -3.8% |
| 6M | -10.3% | -31.9% | +21.6% | -8.9% |
| YTD | -37.8% | +23.2% | -61.0% | -47.3% |
| 1Y | -35.6% | +26.4% | -62.0% | -46.2% |
| 3Y | -61.4% | +186.2% | -247.6% | -78.0% |
| All | -75.4% | +183.3% | -258.7% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling