+672.0%
MTSI vs NTR
+100.5%
+571.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.0% | +4.0% |
| 7D | +1.4% | +8.1% | -6.7% | -1.5% |
| 30D | +2.1% | +18.8% | -16.7% | -4.5% |
| 3M | -29.7% | +16.2% | -45.9% | -34.1% |
| 6M | +12.5% | +9.8% | +2.8% | +6.1% |
| YTD | +57.0% | +30.9% | +26.2% | +36.8% |
| 1Y | +103.9% | +41.8% | +62.2% | +71.0% |
| 3Y | +223.6% | +35.8% | +187.8% | +169.0% |
| 5Y | +321.6% | +51.0% | +270.5% | +189.3% |
| All | +672.0% | +100.5% | +571.4% | +328.2% |
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 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