+499.2%
NOW vs MTSI
+448.7%
+50.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -2.9% |
| 7D | -3.0% | -10.0% | +7.0% | -1.1% |
| 30D | -26.0% | -37.2% | +11.2% | -18.4% |
| 3M | -13.1% | -30.1% | +16.9% | -8.1% |
| 6M | +14.5% | -31.9% | +46.4% | +17.1% |
| YTD | -33.4% | +23.2% | -56.6% | -44.7% |
| 1Y | -40.6% | +26.4% | -67.0% | -51.3% |
| 3Y | -16.3% | +186.2% | -202.5% | -48.9% |
| 5Y | -26.3% | +187.0% | -213.4% | -55.8% |
| All | +499.2% | +448.7% | +50.5% | +143.2% |
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