+617.2%
MTSI vs NTR
+82.2%
+535.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.7% | +11.0% | +10.6% |
| 7D | +7.2% | -0.6% | +7.8% | +7.3% |
| 30D | -18.4% | +5.4% | -23.8% | -20.2% |
| 3M | -16.7% | +7.3% | -24.0% | -19.4% |
| 6M | -31.7% | +2.2% | -33.9% | -33.2% |
| YTD | +45.9% | +18.9% | +27.0% | +31.0% |
| 1Y | +47.0% | +23.7% | +23.3% | +29.4% |
| 3Y | +224.1% | +47.5% | +176.5% | +157.0% |
| 5Y | +238.5% | +22.0% | +216.5% | +158.7% |
| All | +617.2% | +82.2% | +535.0% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling