+26.9%
MTSI vs NUE
+79.2%
-52.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -3.2% |
| 7D | -3.8% | -6.2% | +2.4% | +0.4% |
| 30D | -31.4% | +2.5% | -33.8% | -31.2% |
| 3M | -23.8% | -6.4% | -17.4% | -20.6% |
| 6M | -37.1% | +13.3% | -50.3% | -39.2% |
| YTD | +32.2% | +58.5% | -26.3% | +1.4% |
| 1Y | +26.9% | +81.9% | -54.9% | -9.6% |
| All | +26.9% | +79.2% | -52.3% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling