-41.8%
NOW vs MTSI
+31.6%
-73.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -18.4% | +12.4% | -9.5% |
| 7D | -6.7% | -24.6% | +17.9% | -11.9% |
| 30D | -25.8% | -45.7% | +19.9% | -35.9% |
| 3M | -12.7% | -27.7% | +15.1% | -16.5% |
| 6M | +11.2% | -37.3% | +48.5% | +1.9% |
| YTD | -33.2% | +11.1% | -44.3% | -35.3% |
| 1Y | -41.8% | +27.2% | -69.0% | -44.1% |
| All | -41.8% | +31.6% | -73.4% | -44.1% |
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