+231.9%
MTSI vs NSC
+70.9%
+161.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +1.4% | -5.5% | +6.9% | +3.6% |
| 30D | +2.1% | -3.2% | +5.3% | +3.3% |
| 3M | -29.7% | +7.7% | -37.4% | -32.3% |
| 6M | +12.5% | +4.5% | +8.0% | +9.6% |
| YTD | +57.0% | +15.6% | +41.5% | +45.9% |
| 1Y | +103.9% | +19.8% | +84.1% | +86.1% |
| All | +231.9% | +70.9% | +161.0% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling