+564.3%
MTSI vs NTRS
+259.9%
+304.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | +2.2% | +1.4% | +0.8% | +1.3% |
| 30D | -11.5% | -0.7% | -10.9% | -11.2% |
| 3M | -26.6% | +11.3% | -38.0% | -31.4% |
| 6M | +23.5% | +35.5% | -12.0% | +2.3% |
| YTD | +60.5% | +40.6% | +19.9% | +29.4% |
| 1Y | +109.7% | +49.2% | +60.5% | +62.9% |
| 3Y | +247.8% | +167.2% | +80.6% | +86.0% |
| 5Y | +328.4% | +94.9% | +233.5% | +169.7% |
| All | +564.3% | +259.9% | +304.4% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling