+514.0%
NOW vs MTSI
+465.0%
+48.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +2.9% |
| 7D | +0.3% | +10.0% | -9.7% | -2.2% |
| 30D | -27.0% | -20.3% | -6.6% | -23.9% |
| 3M | -19.6% | -24.4% | +4.8% | -16.6% |
| 6M | +17.5% | -39.2% | +56.6% | +24.7% |
| YTD | -33.3% | +35.5% | -68.7% | -45.9% |
| 1Y | -39.8% | +43.0% | -82.9% | -52.2% |
| 3Y | -19.9% | +196.3% | -216.2% | -51.4% |
| 5Y | -26.1% | +210.0% | -236.1% | -56.5% |
| All | +514.0% | +465.0% | +48.9% | +153.2% |
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