+244.7%
MTSI vs NTRS
+165.3%
+79.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.1% | -5.6% |
| 7D | +4.8% | +0.3% | +4.5% | +4.5% |
| 30D | -9.2% | +0.2% | -9.3% | -9.2% |
| 3M | -23.1% | +13.2% | -36.3% | -28.5% |
| 6M | +23.5% | +36.9% | -13.4% | +2.1% |
| YTD | +59.1% | +39.1% | +19.9% | +29.5% |
| 1Y | +106.9% | +50.4% | +56.4% | +60.4% |
| All | +244.7% | +165.3% | +79.4% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling