+926.7%
MTSI vs NSC
+587.0%
+339.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.8% | +13.7% | +12.5% |
| 7D | -10.0% | -6.6% | -3.4% | -6.1% |
| 30D | -37.2% | +2.2% | -39.3% | -38.2% |
| 3M | -30.1% | -6.2% | -23.8% | -27.8% |
| 6M | -31.9% | +1.7% | -33.6% | -33.7% |
| YTD | +23.2% | +12.2% | +11.0% | +12.4% |
| 1Y | +26.4% | +15.4% | +11.0% | +13.3% |
| 3Y | +186.2% | +73.3% | +112.8% | +92.6% |
| 5Y | +187.0% | +24.7% | +162.4% | +133.7% |
| 10Y | +460.4% | +324.5% | +135.9% | +120.1% |
| All | +926.7% | +587.0% | +339.7% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling