-38.7%
NOW vs MTSI
+59.5%
-98.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.6% |
| 7D | -27.5% | -10.7% | -16.9% | -29.7% |
| 30D | -20.0% | -29.0% | +8.9% | -26.8% |
| 3M | -7.9% | -14.7% | +6.8% | -9.5% |
| 6M | +18.3% | -20.1% | +38.4% | +13.6% |
| YTD | -29.0% | +36.1% | -65.1% | -28.5% |
| 1Y | -38.7% | +61.7% | -100.5% | -38.8% |
| All | -38.7% | +59.5% | -98.2% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling