+109.7%
MTSI vs NLY
+12.5%
+97.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.2% | -4.0% | +6.2% | +3.3% |
| 30D | -11.5% | -5.2% | -6.3% | -10.3% |
| 3M | -26.6% | +2.8% | -29.5% | -27.5% |
| 6M | +23.5% | +4.2% | +19.3% | +20.7% |
| YTD | +60.5% | +4.7% | +55.8% | +58.0% |
| 1Y | +109.7% | +12.7% | +97.0% | +102.2% |
| All | +109.7% | +12.5% | +97.2% | +102.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling