+183.6%
MTSI vs NUE
+123.1%
+60.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.3% | +11.1% | +11.0% |
| 7D | -10.0% | -10.6% | +0.6% | -5.1% |
| 30D | -37.2% | -0.6% | -36.6% | -36.5% |
| 3M | -30.1% | -9.7% | -20.3% | -26.5% |
| 6M | -31.9% | +5.1% | -37.0% | -33.1% |
| YTD | +23.2% | +51.4% | -28.2% | +3.7% |
| 1Y | +26.4% | +71.3% | -44.9% | +1.1% |
| 3Y | +186.2% | +66.8% | +119.3% | +121.2% |
| All | +183.6% | +123.1% | +60.4% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling