+120.4%
MTSI vs NTR
+42.7%
+77.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +11.1% | +0.5% | +10.6% | +11.2% |
| 30D | -3.7% | +21.7% | -25.4% | -0.9% |
| 3M | -20.2% | +22.8% | -43.0% | -17.8% |
| 6M | +30.8% | +8.2% | +22.6% | +33.2% |
| YTD | +67.0% | +32.9% | +34.1% | +61.0% |
| 1Y | +120.4% | +45.3% | +75.1% | +102.1% |
| All | +120.4% | +42.7% | +77.8% | +102.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling