+539.5%
MTSI vs NSC
+326.8%
+212.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.5% |
| 7D | +4.9% | -1.5% | +6.4% | +5.9% |
| 30D | -11.6% | -1.9% | -9.7% | -10.7% |
| 3M | -24.1% | +6.2% | -30.3% | -27.5% |
| 6M | +32.4% | +9.2% | +23.2% | +23.5% |
| YTD | +60.4% | +15.0% | +45.4% | +44.2% |
| 1Y | +111.0% | +21.1% | +89.9% | +83.1% |
| 3Y | +246.1% | +78.6% | +167.5% | +122.4% |
| 5Y | +340.3% | +45.9% | +294.4% | +216.9% |
| 10Y | +539.5% | +326.9% | +212.7% | +145.7% |
| All | +539.5% | +326.8% | +212.7% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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