+468.8%
MTSI vs NUE
+423.6%
+45.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.5% | -2.1% | -3.9% |
| 7D | +10.0% | +2.8% | +7.2% | +8.7% |
| 30D | -20.3% | -2.1% | -18.3% | -18.7% |
| 3M | -24.4% | -7.3% | -17.1% | -20.9% |
| 6M | -39.2% | +8.9% | -48.0% | -41.5% |
| YTD | +35.5% | +55.6% | -20.1% | +8.9% |
| 1Y | +43.0% | +74.7% | -31.6% | +8.6% |
| 3Y | +196.3% | +71.7% | +124.6% | +116.9% |
| 5Y | +210.0% | +141.2% | +68.8% | +77.8% |
| All | +468.8% | +423.6% | +45.2% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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