+1,237.2%
MTSI vs NLY
+106.8%
+1,130.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +4.9% | +0.4% | +4.4% | +4.7% |
| 30D | -11.6% | -1.4% | -10.2% | -11.2% |
| 3M | -24.1% | +12.0% | -36.1% | -27.9% |
| 6M | +32.4% | +8.3% | +24.1% | +27.4% |
| YTD | +60.4% | +8.6% | +51.9% | +54.0% |
| 1Y | +111.0% | +16.9% | +94.1% | +95.7% |
| 3Y | +246.1% | +71.0% | +175.1% | +172.4% |
| 5Y | +340.3% | +31.1% | +309.3% | +280.5% |
| 10Y | +539.5% | +81.0% | +458.5% | +403.3% |
| All | +1,237.2% | +106.8% | +1,130.4% | +906.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NLY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling