+539.5%
MTSI vs NUE
+540.4%
-0.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.0% |
| 7D | +4.9% | +1.8% | +3.1% | +3.8% |
| 30D | -11.6% | -6.0% | -5.6% | -8.9% |
| 3M | -24.1% | +1.4% | -25.5% | -25.1% |
| 6M | +32.4% | +52.8% | -20.4% | +6.9% |
| YTD | +60.4% | +58.1% | +2.3% | +27.2% |
| 1Y | +111.0% | +80.4% | +30.6% | +56.5% |
| 3Y | +246.1% | +62.3% | +183.9% | +158.7% |
| 5Y | +340.3% | +146.2% | +194.1% | +147.8% |
| 10Y | +539.5% | +549.5% | -10.0% | +88.9% |
| All | +539.5% | +540.4% | -0.8% | +88.9% |
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