+564.3%
MTSI vs NLY
+81.8%
+482.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +2.2% | -4.0% | +6.2% | +4.3% |
| 30D | -11.5% | -5.2% | -6.3% | -9.3% |
| 3M | -26.6% | +2.8% | -29.5% | -27.9% |
| 6M | +23.5% | +4.2% | +19.3% | +20.5% |
| YTD | +60.5% | +4.7% | +55.8% | +56.0% |
| 1Y | +109.7% | +12.7% | +97.0% | +95.9% |
| 3Y | +247.8% | +62.5% | +185.3% | +170.5% |
| 5Y | +328.4% | +26.3% | +302.1% | +270.4% |
| All | +564.3% | +81.8% | +482.5% | +456.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling