-40.6%
NOW vs MTSI
+38.8%
-79.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | +1.7% |
| 7D | -3.0% | -10.0% | +7.0% | -4.9% |
| 30D | -26.0% | -37.2% | +11.2% | -34.0% |
| 3M | -13.1% | -30.1% | +16.9% | -18.6% |
| 6M | +14.5% | -31.9% | +46.4% | +6.3% |
| YTD | -33.4% | +23.2% | -56.6% | -35.3% |
| 1Y | -40.6% | +26.4% | -67.0% | -42.8% |
| All | -40.6% | +38.8% | -79.4% | -42.8% |
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