+190.5%
NOK vs MTSI
+1,308.1%
-1,117.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.0% |
| 7D | -1.8% | +1.4% | -3.2% | -2.0% |
| 30D | +4.7% | +2.1% | +2.6% | +4.0% |
| 3M | -39.7% | -29.7% | -9.9% | -35.5% |
| 6M | +23.1% | +12.5% | +10.5% | +20.8% |
| YTD | +55.0% | +57.0% | -2.0% | +43.4% |
| 1Y | +118.0% | +103.9% | +14.1% | +92.1% |
| 3Y | +170.5% | +223.6% | -53.1% | +114.5% |
| 5Y | +84.9% | +321.6% | -236.7% | +38.5% |
| 10Y | +112.0% | +517.7% | -405.7% | +32.4% |
| All | +190.5% | +1,308.1% | -1,117.6% | +53.0% |
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