+1,208.8%
MTSI vs NLY
+107.6%
+1,101.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +1.4% | -1.0% | +2.4% | +1.8% |
| 30D | +2.1% | +0.6% | +1.5% | +1.7% |
| 3M | -29.7% | +10.8% | -40.6% | -33.0% |
| 6M | +12.5% | +6.2% | +6.3% | +9.3% |
| YTD | +57.0% | +9.0% | +48.0% | +50.5% |
| 1Y | +103.9% | +19.3% | +84.6% | +87.5% |
| 3Y | +223.6% | +67.7% | +155.8% | +156.7% |
| 5Y | +321.6% | +29.7% | +291.8% | +265.6% |
| 10Y | +517.7% | +81.0% | +436.7% | +385.5% |
| All | +1,208.8% | +107.6% | +1,101.1% | +883.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling