+721.2%
MTSI vs NTR
+103.7%
+617.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +11.1% | +0.5% | +10.6% | +10.9% |
| 30D | -3.7% | +21.7% | -25.4% | -10.6% |
| 3M | -20.2% | +22.8% | -43.0% | -26.7% |
| 6M | +30.8% | +8.2% | +22.6% | +24.3% |
| YTD | +67.0% | +32.9% | +34.1% | +44.8% |
| 1Y | +120.4% | +45.3% | +75.1% | +83.1% |
| 3Y | +260.4% | +41.7% | +218.7% | +194.4% |
| 5Y | +356.3% | +49.8% | +306.4% | +216.2% |
| All | +721.2% | +103.7% | +617.6% | +353.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling