+121.9%
NOK vs MTSI
+1,004.6%
-882.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.2% | +0.4% |
| 7D | -10.5% | -10.0% | -0.5% | -8.7% |
| 30D | -27.9% | -37.2% | +9.3% | -20.6% |
| 3M | -18.8% | -30.1% | +11.3% | -12.4% |
| 6M | -41.9% | -31.9% | -10.0% | -37.0% |
| YTD | +18.4% | +23.2% | -4.8% | +15.5% |
| 1Y | +10.9% | +26.4% | -15.5% | +7.5% |
| 3Y | +137.9% | +186.2% | -48.3% | +95.2% |
| 5Y | +47.8% | +187.0% | -139.3% | +19.3% |
| 10Y | +116.4% | +460.4% | -344.0% | +39.2% |
| All | +121.9% | +1,004.6% | -882.7% | +23.3% |
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