+122.4%
NOK vs MTSI
+529.6%
-407.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.7% |
| 7D | +7.3% | +4.9% | +2.4% | +6.2% |
| 30D | +13.8% | -11.6% | +25.4% | +16.6% |
| 3M | -27.0% | -24.1% | -2.9% | -23.1% |
| 6M | +37.6% | +32.4% | +5.2% | +31.5% |
| YTD | +64.6% | +60.4% | +4.2% | +51.7% |
| 1Y | +132.0% | +111.0% | +21.0% | +103.2% |
| 3Y | +183.7% | +246.1% | -62.5% | +122.0% |
| 5Y | +101.3% | +340.3% | -239.0% | +49.4% |
| 10Y | +122.4% | +539.5% | -417.1% | +32.1% |
| All | +122.4% | +529.6% | -407.2% | +32.1% |
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