+477.8%
MTSI vs NSC
+301.1%
+176.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.9% |
| 7D | -3.8% | -3.4% | -0.4% | -1.4% |
| 30D | -31.4% | +3.6% | -35.0% | -33.1% |
| 3M | -23.8% | -1.4% | -22.4% | -23.5% |
| 6M | -37.1% | +6.0% | -43.0% | -40.3% |
| YTD | +32.2% | +15.5% | +16.7% | +18.0% |
| 1Y | +26.9% | +16.2% | +10.7% | +12.7% |
| 3Y | +193.7% | +76.9% | +116.8% | +89.4% |
| 5Y | +218.0% | +29.3% | +188.7% | +149.2% |
| 10Y | +477.8% | +298.3% | +179.5% | +147.7% |
| All | +477.8% | +301.1% | +176.6% | +147.7% |
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