+69.7%
NKE vs MTSI
+1,308.1%
-1,238.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.5% |
| 7D | -2.0% | +1.4% | -3.4% | -2.2% |
| 30D | -8.6% | +2.1% | -10.7% | -9.5% |
| 3M | -11.0% | -29.7% | +18.7% | -7.3% |
| 6M | -33.2% | +12.5% | -45.8% | -36.5% |
| YTD | -38.1% | +57.0% | -95.2% | -44.8% |
| 1Y | -47.4% | +103.9% | -151.3% | -55.5% |
| 3Y | -59.8% | +223.6% | -283.3% | -69.5% |
| 5Y | -74.2% | +321.6% | -395.8% | -81.6% |
| 10Y | -23.5% | +517.7% | -541.2% | -54.0% |
| All | +69.7% | +1,308.1% | -1,238.5% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling