+219.0%
MTSI vs NTR
+48.4%
+170.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.7% | +11.0% | +10.4% |
| 7D | +7.2% | -0.6% | +7.8% | +7.2% |
| 30D | -18.4% | +5.4% | -23.8% | -18.8% |
| 3M | -16.7% | +7.3% | -24.0% | -17.3% |
| 6M | -31.7% | +2.2% | -33.9% | -31.8% |
| YTD | +45.9% | +18.9% | +27.0% | +37.5% |
| 1Y | +47.0% | +23.7% | +23.3% | +36.7% |
| All | +219.0% | +48.4% | +170.5% | +177.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling