+340.3%
MTSI vs NTR
+51.1%
+289.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | +4.9% | +3.8% | +1.0% | +4.2% |
| 30D | -11.6% | +25.2% | -36.8% | -15.2% |
| 3M | -24.1% | +21.0% | -45.1% | -26.9% |
| 6M | +32.4% | +7.6% | +24.8% | +29.6% |
| YTD | +60.4% | +32.9% | +27.6% | +48.5% |
| 1Y | +111.0% | +43.1% | +67.9% | +91.1% |
| 3Y | +246.1% | +41.6% | +204.5% | +208.9% |
| 5Y | +340.3% | +54.8% | +285.5% | +241.4% |
| All | +340.3% | +51.1% | +289.2% | +241.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling