+46.2%
MTSI vs NUE
+82.4%
-36.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.9% | +8.4% | +9.1% |
| 7D | +7.2% | -2.4% | +9.6% | +9.6% |
| 30D | -18.4% | +3.8% | -22.2% | -18.8% |
| 3M | -16.7% | -3.7% | -13.0% | -14.5% |
| 6M | -31.7% | +13.2% | -44.9% | -34.3% |
| YTD | +45.9% | +61.6% | -15.7% | +9.2% |
| All | +46.2% | +82.4% | -36.2% | +4.7% |
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