+808.8%
NOW vs MTSI
+514.0%
+294.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.4% | -3.8% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | +20.5% | +2.1% | +18.4% | +18.6% |
| 3M | +18.3% | -29.7% | +48.1% | +25.8% |
| 6M | +24.1% | +12.5% | +11.5% | +11.8% |
| YTD | -7.8% | +57.0% | -64.8% | -26.0% |
| 1Y | -21.4% | +103.9% | -125.3% | -42.6% |
| 3Y | +19.5% | +223.6% | -204.0% | -26.8% |
| 5Y | +4.1% | +321.6% | -317.5% | -41.7% |
| All | +808.8% | +514.0% | +294.7% | +316.2% |
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