+213.7%
MTSI vs NSC
+80.6%
+133.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +29.1% | +1.6% | +27.5% | +28.3% |
| 30D | -20.4% | +4.2% | -24.6% | -21.5% |
| 3M | -20.9% | -0.2% | -20.7% | -20.9% |
| 6M | -32.3% | +7.6% | -39.8% | -34.7% |
| YTD | +43.5% | +17.4% | +26.1% | +32.8% |
| 1Y | +43.8% | +18.3% | +25.5% | +32.5% |
| All | +213.7% | +80.6% | +133.1% | +140.3% |
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