+1,208.8%
MTSI vs NTRS
+486.0%
+722.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.1% |
| 30D | +2.1% | +1.7% | +0.4% | +1.1% |
| 3M | -29.7% | +8.9% | -38.6% | -33.3% |
| 6M | +12.5% | +30.6% | -18.1% | -4.7% |
| YTD | +57.0% | +38.7% | +18.3% | +27.4% |
| 1Y | +103.9% | +48.1% | +55.8% | +58.7% |
| 3Y | +223.6% | +165.5% | +58.1% | +72.5% |
| 5Y | +321.6% | +85.6% | +236.0% | +172.0% |
| 10Y | +517.7% | +246.1% | +271.6% | +153.5% |
| All | +1,208.8% | +486.0% | +722.7% | +327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling