+320.4%
MTSI vs NSC
+46.2%
+274.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | +1.4% | -5.5% | +6.9% | +4.1% |
| 30D | +2.1% | -3.2% | +5.3% | +3.5% |
| 3M | -29.7% | +7.7% | -37.4% | -32.7% |
| 6M | +12.5% | +4.5% | +8.0% | +9.1% |
| YTD | +57.0% | +15.6% | +41.5% | +44.1% |
| 1Y | +103.9% | +19.8% | +84.1% | +83.4% |
| 3Y | +223.6% | +70.1% | +153.5% | +131.5% |
| All | +320.4% | +46.2% | +274.2% | +223.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling