+89.6%
NOK vs MTSI
+322.7%
-233.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +1.5% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | +4.7% | +2.1% | +2.6% | +3.4% |
| 3M | -39.7% | -29.7% | -9.9% | -32.9% |
| 6M | +23.1% | +12.5% | +10.5% | +19.9% |
| YTD | +55.0% | +57.0% | -2.0% | +37.5% |
| 1Y | +118.0% | +103.9% | +14.1% | +78.9% |
| 3Y | +170.5% | +223.6% | -53.1% | +78.1% |
| All | +89.6% | +322.7% | -233.1% | +4.1% |
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 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