+244.7%
MTSI vs NLY
+64.9%
+179.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -3.3% |
| 7D | +4.8% | -3.6% | +8.4% | +7.0% |
| 30D | -9.2% | -4.9% | -4.2% | -6.7% |
| 3M | -23.1% | +6.2% | -29.3% | -26.1% |
| 6M | +23.5% | +4.5% | +19.0% | +19.6% |
| YTD | +59.1% | +5.1% | +53.9% | +53.0% |
| 1Y | +106.9% | +13.5% | +93.3% | +89.0% |
| All | +244.7% | +64.9% | +179.8% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling