+926.7%
MTSI vs NSC
+589.8%
+336.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.4% | +13.3% | +12.3% |
| 7D | -10.0% | -6.2% | -3.7% | -6.3% |
| 30D | -37.2% | +2.6% | -39.8% | -38.4% |
| 3M | -30.1% | -5.8% | -24.2% | -28.0% |
| 6M | -31.9% | +2.1% | -34.0% | -33.8% |
| YTD | +23.2% | +12.7% | +10.5% | +12.2% |
| 1Y | +26.4% | +15.9% | +10.5% | +13.1% |
| 3Y | +186.2% | +74.0% | +112.1% | +92.2% |
| 5Y | +187.0% | +25.2% | +161.9% | +133.2% |
| 10Y | +460.4% | +326.2% | +134.1% | +119.6% |
| All | +926.7% | +589.8% | +336.9% | +213.6% |
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