+18.3%
NOW vs MTSI
-18.6%
+36.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.6% |
| 7D | -27.5% | -10.7% | -16.9% | -29.7% |
| 30D | -20.0% | -29.0% | +8.9% | -27.2% |
| 3M | -7.9% | -14.7% | +6.8% | -9.2% |
| 6M | +18.3% | -20.1% | +38.4% | +29.7% |
| All | +18.3% | -18.6% | +36.9% | +29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling